Linear Underestimators for bivariate functions with a fixed convexity behavior

Please always quote using this URN: urn:nbn:de:0297-zib-17641
  • This is a technical report for the SCIP constraint handler cons_bivariate. We describe a cut-generation algorithm for a class of bivariate twice continuously differentiable functions with fixed convexity behavior over a box. Computational results comparing our cut-generation algorithms with state-of-the-art global optimization software on a series of randomly generated test instances are reported and discussed.

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Metadaten
Author:Martin Ballerstein, Dennis Michaels, Stefan Vigerske
Document Type:ZIB-Report
Tag:bivariate functions; convex envelope; global optimization; linear underestimator
MSC-Classification:90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C26 Nonconvex programming, global optimization
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C57 Polyhedral combinatorics, branch-and-bound, branch-and-cut
CCS-Classification:G. Mathematics of Computing / G.1 NUMERICAL ANALYSIS / G.1.6 Optimization / Global optimization (NEW)
Date of first Publication:2013/01/14
Series (Serial Number):ZIB-Report (13-02)
ISSN:1438-0064
Preprint:urn:nbn:de:0297-zib-17641
Licence (German):License LogoCreative Commons - Namensnennung

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