McCormick-Based Relaxations of Algorithms
Theory and implementation for the global optimization of a wide class of algorithms is presented via convex/affine relaxations. The basis for the proposed relaxations is the systematic construction of subgradients for the convex relaxations of factorable functions by McCormick [Math. Prog., 10 (1976...
Main Authors: | , , |
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Other Authors: | |
Format: | Article |
Language: | en_US |
Published: |
Society for Industrial and Applied Mathematics
2010
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Online Access: | http://hdl.handle.net/1721.1/52407 https://orcid.org/0000-0003-2895-9443 |