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