Piecewise polyhedral formulations for a multilinear term

DOI10.1016/J.ORL.2020.12.002MaRDI QIDQ2661606zbMATH OpenOpenAlexFDO

Authors Kaarthik Sundar, Harsha Nagarajan, Jeff Linderoth, Site Wang, Russell Bent

Publication date 7 April 2021

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2001.00514

zbMATH Keywords

convex hullglobal optimizationmultilinearpiecewise polyhedral relaxations

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

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Cites work

• A combinatorial approach for small and strong formulations of disjunctive constraints
• A convex envelope formula for multilinear functions
• A polyhedral branch-and-cut approach to global optimization
• Algorithmic and modeling insights via volumetric comparison of polyhedral relaxations
• An adaptive, multivariate partitioning algorithm for global optimization of nonconvex programs
• Approximating separable nonlinear functions via mixed zero-one programs
• BARON: A general purpose global optimization software package
• Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
• Disjunctive Programming
• Global optimization of mixed-integer quadratically-constrained quadratic programs (MIQCQP) through piecewise-linear and edge-concave relaxations
• Global optimization of nonconvex problems with multilinear intermediates
• Global optimization using special ordered sets
• Jointly Constrained Biconvex Programming
• JuMP: a modeling language for mathematical optimization
• Locally ideal formulations for piecewise linear functions with indicator variables
• Mixed-integer models for nonseparable piecewise-linear optimization: unifying framework and extensions
• Modelling with integer variables
• On the Composition of Convex Envelopes for Quadrilinear Terms
• Polyhedral methods for piecewise-linear functions. I: The lambda method
• SCIP: global optimization of mixed-integer nonlinear programs in a branch-and-cut framework
• Some results on the strength of relaxations of multilinear functions

Cited in

(5)

• Polyhedral approximation strategies for nonconvex mixed-integer nonlinear programming in SHOT
• Sequence of polyhedral relaxations for nonlinear univariate functions
• Piecewise Polyhedral Formulations for a Multilinear Term
• Piecewise polyhedral relaxations of multilinear optimization
• A relax-fix-and-exclude algorithm for an MINLP problem with multilinear interpolations

Describes a project that uses

Uses Software

• APOGEE
• JuMP
• SCIP
• Gurobi
• BARON
• Couenne

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