Finding quadratic underestimators for optimal value functions of nonconvex all-quadratic problems via copositive optimization
Modeling parts of an optimization problem as an optimal value function that depends on a top-level decision variable is a regular occurrence in optimization and an essential ingredient for methods such as Benders Decomposition. It often allows for the disentanglement of computational complexity and...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Elsevier
2024-01-01
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| Series: | EURO Journal on Computational Optimization |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2192440624000170 |