A new class of improved convex underestimators for twice continuously differentiable constrained NLPs
From MaRDI portal
Publication:2574101
DOI10.1007/s10898-004-6455-4zbMath1082.90090OpenAlexW2025836705MaRDI QIDQ2574101
Ioannis G. Akrotirianakis, Christodoulos A. Floudas
Publication date: 16 November 2005
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-004-6455-4
Related Items
A modification of the \(\alpha \mathrm{BB}\) method for box-constrained optimization and an application to inverse kinematics, A review of recent advances in global optimization, Petroleum refinery optimization, Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO, Convex relaxation for solving posynomial programs, Canonical duality for box constrained nonconvex and nonsmooth optimization problems, Convergence analysis of Taylor models and McCormick-Taylor models, A reformulation framework for global optimization, An edge-concave underestimator for the global optimization of twice-differentiable nonconvex problems, Arbitrarily tight \(\alpha \mathrm{BB}\) underestimators of general non-linear functions over sub-optimal domains, Chebyshev model arithmetic for factorable functions, The adaptive convexification algorithm for semi-infinite programming with arbitrary index sets, Tighter \(\alpha \mathrm{BB}\) relaxations through a refinement scheme for the scaled Gerschgorin theorem, A generalization of the classical \(\alpha \)BB convex underestimation via diagonal and nondiagonal quadratic terms, (Global) optimization: historical notes and recent developments, A new technique to derive tight convex underestimators (sometimes envelopes), Global optimality conditions for cubic minimization problems with cubic constraints, A new algorithm for box-constrained global optimization, A review of deterministic optimization methods in engineering and management, Convex underestimators of polynomials, Global minimization of difference of quadratic and convex functions over box or binary constraints, Convergence rate of McCormick relaxations, Efficient Convexification Strategy for Generalized Geometric Programming Problems, On the functional form of convex underestimators for twice continuously differentiable functions, Lago: a (heuristic) branch and cut algorithm for nonconvex minlps, Convex underestimation for posynomial functions of positive variables, A new global optimization method for univariate constrained twice-differentiable NLP problems, Multivariate McCormick relaxations, Solving the canonical dual of box- and integer-constrained nonconvex quadratic programs via a deterministic direct search algorithm, On the efficient Gerschgorin inclusion usage in the global optimization \(\alpha\)BB method, On tightness and anchoring of McCormick and other relaxations, Solutions to quadratic minimization problems with box and integer constraints, Performance of convex underestimators in a branch-and-bound framework, An extension of the \(\alpha\mathrm{BB}\)-type underestimation to linear parametric Hessian matrices, Tight convex underestimators for \({{\mathcal C}^2}\)-continuous problems. I: Univariate functions, Tight convex underestimators for \({\mathcal{C}^2}\)-continuous problems. II: Multivariate functions
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimization by Simulated Annealing
- On the convergence of global methods in multiextremal optimization
- Checking local optimality in constrained quadratic programming is NP- hard
- Stochastic techniques for global optimization: A survey of recent advances
- A new reformulation-linearization technique for bilinear programming problems
- Handbook of test problems in local and global optimization
- Global minimum potential energy conformations of small molecules
- Computational experience with a new class of convex underestimators: Box-constrained NLP problems
- A branch-and-reduce approach to global optimization
- Jointly Constrained Biconvex Programming
- Global minimization of a difference of two convex functions
- Stochastic global optimization methods part I: Clustering methods
- Stochastic global optimization methods part II: Multi level methods
- Some NP-complete problems in quadratic and nonlinear programming
- Interval Methods for Systems of Equations
- On Descent from Local Minima
