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.
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 |
Licence (German): | Creative Commons - Namensnennung |