On the impact of running intersection inequalities for globally solving polynomial optimization problems
On the impact of running intersection inequalities for globally solving polynomial optimization problems
复制标题
关于运行交集不等式对全局求解多项式优化问题的影响
DOI:
10.1007/s12532-019-00169-z
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发表时间:
2019
影响因子:
6.3
通讯作者:
Sahinidis, Nikolaos V.
中科院分区:
文献类型:
--
作者:
Del Pia, Alberto;Khajavirad, Aida;Sahinidis, Nikolaos V.
We consider global optimization of nonconvex problems whose factorable reformulations contain a collection of multilinear equations of the form,, whereEdenotes a set of subsets of cardinality at least two of a ground set. Important special cases include multilinear and polynomial optimization problems. The multilinear polytope is the convex hull of the set of binary pointszsatisfying the system of multilinear equations given above. Recently Del Pia and Khajavirad introduced running intersection inequalities, a family of facet-defining inequalities for the multilinear polytope. In this paper we address the separation problem for this class of inequalities. We first prove that separating flower inequalities, a subclass of running intersection inequalities, is NP-hard. Subsequently, for multilinear polytopes of fixed degree, we devise an efficient polynomial-time algorithm for separating running intersection inequalities and embed the proposed cutting-plane generation scheme at every node of the branch-and-reduce global solverBARON. To evaluate the effectiveness of the proposed method we consider two test sets: randomly generated multilinear and polynomial optimization problems of degree three and four, and computer vision instances from an image restoration problem Results show that running intersection cuts significantly improve the performance ofBARONand lead to an average CPU time reduction of 50% for the random test set and of 63% for the image restoration test set.
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DOI:
--
发表时间:
2010
期刊:
ArXiv
影响因子:
--
作者:
Mohit Tawarmalani
通讯作者:
Mohit Tawarmalani
影响因子:
2.7
作者:
Anthony, Martin;Boros, Endre;Gruber, Aritanan
通讯作者:
Gruber, Aritanan
影响因子:
2.7
作者:
Mohit Tawarmalani;Jean;Chuanhui Xiong
通讯作者:
Chuanhui Xiong
影响因子:
3.1
作者:
C. Buchheim;G. Rinaldi
通讯作者:
G. Rinaldi
DOI:
--
发表时间:
2004
期刊:
影响因子:
--
作者:
C. A. Meyer;C. Floudas
通讯作者:
C. Floudas