Differentiable McCormick relaxations
McCormick’s classical relaxation technique constructs closed-form convex and concave relaxations of compositions of simple intrinsic functions. These relaxations have several properties which make them useful for lower bounding problems in global optimization: they can be evaluated automatically, ac...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Springer US
2017
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| Online Access: | http://hdl.handle.net/1721.1/107681 https://orcid.org/0000-0001-9372-649X https://orcid.org/0000-0003-2895-9443 |