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...

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Bibliographic Details
Main Authors: Mitsos, Alexander, Chachuat, Benoit, Barton, Paul I.
Other Authors: Massachusetts Institute of Technology. Department of Chemical Engineering
Format: Article
Language:en_US
Published: Society for Industrial and Applied Mathematics 2010
Online Access:http://hdl.handle.net/1721.1/52407
https://orcid.org/0000-0003-2895-9443