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Global optimization of mixed-integer quadratically-constrained quadratic programs (MIQCQP) through piecewise-linear and edge-concave relaxations

Author(s): Misener, Ruth; Floudas, Christodoulos A

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dc.contributor.authorMisener, Ruth-
dc.contributor.authorFloudas, Christodoulos A-
dc.date.accessioned2021-10-08T19:58:51Z-
dc.date.available2021-10-08T19:58:51Z-
dc.date.issued2012en_US
dc.identifier.citationMisener, Ruth, and Christodoulos A. Floudas. "Global optimization of mixed-integer quadratically-constrained quadratic programs (MIQCQP) through piecewise-linear and edge-concave relaxations." Mathematical Programming 136, no. 1 (2012): 155-182. doi: 10.1007/s10107-012-0555-6en_US
dc.identifier.issn0025-5610-
dc.identifier.urihttp://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.416.1019&rep=rep1&type=pdf-
dc.identifier.urihttp://arks.princeton.edu/ark:/88435/pr10563-
dc.description.abstractWe propose a deterministic global optimization approach, whose novel contributions are rooted in the edge-concave and piecewise-linear underestimators, to address nonconvex mixed-integer quadratically-constrained quadratic programs (MIQCQP) to 𝜖 -global optimality. The facets of low-dimensional (n ≤ 3) edge-concave aggregations dominating the termwise relaxation of MIQCQP are introduced at every node of a branch-and-bound tree. Concave multivariable terms and sparsely distributed bilinear terms that do not participate in connected edge-concave aggregations are addressed through piecewise-linear relaxations. Extensive computational studies are presented for point packing problems, standard and generalized pooling problems, and examples from GLOBALLib (Meeraus, Globallib. http://www.gamsworld.org/global/globallib.htm).en_US
dc.format.extent155 - 182en_US
dc.language.isoen_USen_US
dc.relation.ispartofMathematical Programmingen_US
dc.rightsAuthor's manuscripten_US
dc.titleGlobal optimization of mixed-integer quadratically-constrained quadratic programs (MIQCQP) through piecewise-linear and edge-concave relaxationsen_US
dc.typeJournal Articleen_US
dc.identifier.doidoi:10.1007/s10107-012-0555-6-
dc.identifier.eissn1436-4646-
pu.type.symplectichttp://www.symplectic.co.uk/publications/atom-terms/1.0/journal-articleen_US

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