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On generalized surrogate duality in mixed-integer nonlinear programming
Indexado
WoS WOS:000673684000001
Scopus SCOPUS_ID:85110893587
DOI 10.1007/S10107-021-01691-6
Año 2022
Tipo artículo de investigación

Citas Totales

Autores Afiliación Chile

Instituciones Chile

% Participación
Internacional

Autores
Afiliación Extranjera

Instituciones
Extranjeras


Abstract



Themost important ingredient for solving mixed-integer nonlinear programs (MINLPs) to global epsilon-optimality with spatial branch and bound is a tight, computationally tractable relaxation. Due to both theoretical and practical considerations, relaxations of MINLPs are usually required to be convex. Nonetheless, current optimization solvers can often successfully handle a moderate presence of nonconvexities, which opens the door for the use of potentially tighter nonconvex relaxations. In this work, we exploit this fact and make use of a nonconvex relaxation obtained via aggregation of constraints: a surrogate relaxation. These relaxations were actively studied for linear integer programs in the 70s and 80s, but they have been scarcely considered since. We revisit these relaxations in an MINLP setting and show the computational benefits and challenges they can have. Additionally, we study a generalization of such relaxation that allows for multiple aggregations simultaneously and present the first algorithm that is capable of computing the best set of aggregations. We propose a multitude of computational enhancements for improving its practical performance and evaluate the algorithm's ability to generate strong dual bounds through extensive computational experiments.

Revista



Revista ISSN
Mathematical Programming 0025-5610

Métricas Externas



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Disciplinas de Investigación



WOS
Computer Science, Software Engineering
Mathematics, Applied
Operations Research & Management Science
Scopus
Mathematics (All)
Software
SciELO
Sin Disciplinas

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Publicaciones WoS (Ediciones: ISSHP, ISTP, AHCI, SSCI, SCI), Scopus, SciELO Chile.

Colaboración Institucional



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Autores - Afiliación



Ord. Autor Género Institución - País
1 Müller, Benjamin Hombre Zuse Inst Berlin - Alemania
Zuse Institute Berlin - Alemania
2 MUNOZ-ARIAS, GONZALO ALEJANDRO Hombre Universidad de O`Higgins - Chile
Universidad de O’Higgins - Chile
3 Gasse, Maxime Hombre Polytech Montreal - Canadá
Polytechnique Montréal - Canadá
4 Gleixner, Ambros Hombre Zuse Inst Berlin - Alemania
HTW Berlin - Alemania
Zuse Institute Berlin - Alemania
5 Lodi, Andrea Mujer Polytech Montreal - Canadá
Polytechnique Montréal - Canadá
6 Serrano, Felipe Hombre Zuse Inst Berlin - Alemania
Zuse Institute Berlin - Alemania

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Financiamiento



Fuente
Bundesministerium für Bildung und Forschung
Institut de Valorisation des Données
Institute for Data Valorization (IVADO)
Research Campus MODAL (BMBF)

Muestra la fuente de financiamiento declarada en la publicación.

Agradecimientos



Agradecimiento
We gratefully acknowledge support from the Research Campus MODAL (BMBF Grants 05M14ZAM, 05M20ZBM) and the Institute for Data Valorization (IVADO) through an IVADO Postdoctoral Fellowship. We would also like to thank the two anonymous reviewers for their valuable feedback and suggestions which greatly helped improving this article.
We gratefully acknowledge support from the Research Campus MODAL (BMBF Grants 05M14ZAM, 05M20ZBM) and the Institute for Data Valorization (IVADO) through an IVADO Postdoctoral Fellowship. We would also like to thank the two anonymous reviewers for their valuable feedback and suggestions which greatly helped improving this article.

Muestra la fuente de financiamiento declarada en la publicación.