Global optimization of MIQCPs with dynamic piecewise relaxations

DOI10.1007/s10898-018-0612-7zbMath1405.90084OpenAlexW2791867344MaRDI QIDQ1668791

Pedro M. Castro, Vladimir Mahalec, Pedro A. Castillo Castillo

Publication date: 29 August 2018

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-018-0612-7

zbMATH Keywords

mixed integer nonlinear programmingoptimality-based bound tighteningglobal optimization of quadratic programs with bilinear termspiecewise linear relaxations

Mathematics Subject Classification ID

Mixed integer programming (90C11) Nonconvex programming, global optimization (90C26) Quadratic programming (90C20)

Related Items (4)

Sequence of polyhedral relaxations for nonlinear univariate functions ⋮ Computation of weighted sums of rewards for concurrent MDPs ⋮ Light robustness in the optimization of Markov decision processes with uncertain parameters ⋮ Compact mixed-integer programming formulations in quadratic optimization

Uses Software

• GloMIQO
• APOGEE
• ANTIGONE

Cites Work

• Unnamed Item
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• Spatial branch-and-bound algorithm for MIQCPs featuring multiparametric disaggregation

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