Linear Underestimators for bivariate functions with a fixed convexity behavior
Zitieren Sie bitte immer diese 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.
Verfasserangaben: | Martin Ballerstein, Dennis Michaels, Stefan Vigerske |
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Dokumentart: | ZIB-Report |
Freies Schlagwort / Tag: | bivariate functions; convex envelope; global optimization; linear underestimator |
MSC-Klassifikation: | 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-Klassifikation: | G. Mathematics of Computing / G.1 NUMERICAL ANALYSIS / G.1.6 Optimization / Global optimization (NEW) |
Datum der Erstveröffentlichung: | 14.01.2013 |
Schriftenreihe (Bandnummer): | ZIB-Report (13-02) |
ISSN: | 1438-0064 |
Lizenz (Deutsch): | Creative Commons - Namensnennung |