In this work we focus on methods for solving mixed integer non linear programming problems with separable non convexities. In particular, we propose a strengthening of a convex mixed integer non linear programming relaxation based on perspective reformulations. The relaxation is a subproblem of an iterative global optimization algorithm and it is solved at each iteration. Computational resultsconfirm that the perspective reformulation outperforms the standard solution approaches.

Strengthening Convex Relaxations of Mixed Integer Non Linear Programming Problems with Separable Non Convexities

Antonio Frangioni;Claudio Gentile
2016

Abstract

In this work we focus on methods for solving mixed integer non linear programming problems with separable non convexities. In particular, we propose a strengthening of a convex mixed integer non linear programming relaxation based on perspective reformulations. The relaxation is a subproblem of an iterative global optimization algorithm and it is solved at each iteration. Computational resultsconfirm that the perspective reformulation outperforms the standard solution approaches.
2016
Istituto di Analisi dei Sistemi ed Informatica ''Antonio Ruberti'' - IASI
Global optimization algorithm
Separable functions
Perspective reformulation
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/333646
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