A reliable affine relaxation method for global optimization
From MaRDI portal
Publication:496103
DOI10.1007/s10288-014-0269-0zbMath1320.90065OpenAlexW1976996892MaRDI QIDQ496103
Frédéric Messine, Jordan Ninin, Pierre Hansen
Publication date: 17 September 2015
Published in: 4OR (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10288-014-0269-0
Nonconvex programming, global optimization (90C26) Interval and finite arithmetic (65G30) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20) General methods in interval analysis (65G40) Numerical methods of relaxation type (49M20)
Related Items
Interval branch-and-bound algorithms for optimization and constraint satisfaction: a survey and prospects, Numerical certification of Pareto optimality for biobjective nonlinear problems, Maximal perimeter, diameter and area of equilateral unit-width convex polygons, A review of computation of mathematically rigorous bounds on optima of linear programs, A generic interval branch and bound algorithm for parameter estimation, Enhancing interval constraint propagation by identifying and filtering \(n\)-ary subsystems, Improved convex and concave relaxations of composite bilinear forms, The small octagons of maximal width, Upper bounding in inner regions for global optimization under inequality constraints, On rigorous upper bounds to a global optimum, Tighter McCormick relaxations through subgradient propagation, Assessment of a non-adaptive deterministic global optimization algorithm for problems with low-dimensional non-convex subspaces, \textsc{AbsTaylor}: upper bounding with inner regions in nonlinear continuous global optimization problems, Nonlinear biobjective optimization: improving the upper envelope using feasible line segments, On tightness and anchoring of McCormick and other relaxations, Nonlinear biobjective optimization: improvements to interval branch \& bound algorithms, \texttt{lsmear}: a variable selection strategy for interval branch and bound solvers, Node selection strategies in interval branch and bound algorithms, An interval branch and bound method for global robust optimization, On new methods to construct lower bounds in simplicial branch and bound based on interval arithmetic
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Interval analysis on directed acyclic graphs for global optimization
- Enhancing numerical constraint propagation using multiple inclusion representations
- A reformulation-linearization technique for solving discrete and continuous nonconvex problems
- The cluster problem in multivariate global optimization
- Rigorous global search: continuous problems
- Safe bounds in linear and mixed-integer linear programming
- A comparison of complete global optimization solvers
- Global optimization of mixed-integer nonlinear programs: a theoretical and computational study
- \(\alpha BB\): A global optimization method for general constrained nonconvex problems
- A branch and cut algorithm for nonconvex quadratically constrained quadratic programming
- Exclusion regions for optimization problems
- Affine arithmetic: concepts and applications
- New interval methods for constrained global optimization
- A general reliable quadratic form: An extension of affine arithmetic
- Global Optimization with Polynomials and the Problem of Moments
- Branching and bounds tighteningtechniques for non-convex MINLP
- GlobSol user guide
- Discussion and empirical comparisons of linear relaxations and alternate techniques in validated deterministic global optimization
- Algorithm 852
- McCormick-Based Relaxations of Algorithms
- Rigorous Lower and Upper Bounds in Linear Programming
- A Deterministic Global Optimization Algorithm for Design Problems
- Validated Linear Relaxations and Preprocessing: Some Experiments
- Deterministic global optimization using interval constraint propagation techniques
- Global Optimization and Constraint Satisfaction
- Benchmarking optimization software with performance profiles.