Convex Relaxations for Mixed-Integer Nonlinear Programs

Language: English

Published by Cuvillier

3954044749 / 9783954044740

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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nach der Bestellung gedruckt Neuware - Printed after ordering - This thesis deals with new techniques to construct a strong convex relaxation for a mixed-integer nonlinear program (MINLP). While local optimization software can quickly identify promising operating points of MINLPs, the solution of the convex relaxation provides a global bound on the optimal value of the MINLP that can be used to evaluate the quality of the local solution. Certainly, the efficiency of this evaluation is strongly dependent on the quality of the convex relaxation. Convex relaxations of general MINLPs can be constructed by replacing each nonlinear function occurring in the model description by convex underestimating and concave overestimating functions. In this setting, it is desired to use the best possible convex underestimator and concave overestimator of a given function over an underlying domain ¿ the so-called convex and concave envelope, respectively. However, the computation of these envelopes can be extremely difficult so that analytical expressions for envelopes are only available for some classes of well-structured functions.…

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Bibliographic details

Title
Convex Relaxations for Mixed-Integer Nonlinear Programs
Author
Martin Ballerstein
Publisher
Cuvillier
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3954044749
ISBN 13
9783954044740
Item weight
331 grams
Dimensions
210x148x14 mm

AHA-BUCH GmbH

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