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.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.