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REFORMULATIONS IN MATHEMATICAL PROGRAMMING: DEFINITIONS AND SYSTEMATICS
, 2008
"... A reformulation of a mathematical program is a formulation which shares some properties with, but is in some sense better than, the original program. Reformulations are important with respect to the choice and efficiency of the solution algorithms; furthermore, it is desirable that reformulations c ..."
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Cited by 18 (14 self)
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A reformulation of a mathematical program is a formulation which shares some properties with, but is in some sense better than, the original program. Reformulations are important with respect to the choice and efficiency of the solution algorithms; furthermore, it is desirable that reformulations can be carried out automatically. Reformulation techniques are very common in mathematical programming but interestingly they have never been studied under a common framework. This paper attempts to move some steps in this direction. We define a framework for storing and manipulating mathematical programming formulations, give several fundamental definitions categorizing reformulations in essentially four types (optreformulations, narrowings, relaxations and approximations). We establish some theoretical results and give reformulation examples for each type.
Reformulations in Mathematical Programming: A Computational Approach
"... Summary. Mathematical programming is a language for describing optimization problems; it is based on parameters, decision variables, objective function(s) subject to various types of constraints. The present treatment is concerned with the case when objective(s) and constraints are algebraic mathema ..."
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Cited by 17 (13 self)
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Summary. Mathematical programming is a language for describing optimization problems; it is based on parameters, decision variables, objective function(s) subject to various types of constraints. The present treatment is concerned with the case when objective(s) and constraints are algebraic mathematical expressions of the parameters and decision variables, and therefore excludes optimization of blackbox functions. A reformulation of a mathematical program P is a mathematical program Q obtained from P via symbolic transformations applied to the sets of variables, objectives and constraints. We present a survey of existing reformulations interpreted along these lines, some example applications, and describe the implementation of a software framework for reformulation and optimization. 1
On convex relaxations of quadrilinear terms
, 2009
"... The best known method to find exact or at least εapproximate solutions to polynomial programming problems is the spatial BranchandBound algorithm, which rests on computing lower bounds to the value of the objective function to be minimized on each region that it explores. These lower bounds are o ..."
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Cited by 5 (3 self)
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The best known method to find exact or at least εapproximate solutions to polynomial programming problems is the spatial BranchandBound algorithm, which rests on computing lower bounds to the value of the objective function to be minimized on each region that it explores. These lower bounds are often computed by solving convex relaxations of the original program. Although convex envelopes are explicitly known (via linear inequalities) for bilinear and trilinear terms on arbitrary boxes, such a description is unknown, in general, for multilinear terms of higher order. In this paper, we study convex relaxations of quadrilinear terms. We exploit associativity to rewrite such terms as products of bilinear and trilinear terms. Using a general technique, we establish that, any relaxation for klinear terms that employs a successive use of relaxing bilinear terms (via the bilinear convex envelope) can be improved by employing instead a relaxation of a trilinear term (via the trilinear convex envelope). We present a computational analysis which helps establish which relaxations are strictly tighter, and we apply our findings to two wellstudied applications: the Molecular Distance Geometry Problem and the HartreeFock Problem.
ReformulationLinearization Methods for Global Optimization
, 2007
"... Keywords: ReformulationLinearization Technique, liftandproject, tight relaxations, valid inequalities, model reformulation, convex hull, convex envelopes, mixedinteger 01 program, polynomial programs, nonconvex programs, factorable programs, reduced relaxations. Discrete and continuous nonconve ..."
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Cited by 4 (1 self)
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Keywords: ReformulationLinearization Technique, liftandproject, tight relaxations, valid inequalities, model reformulation, convex hull, convex envelopes, mixedinteger 01 program, polynomial programs, nonconvex programs, factorable programs, reduced relaxations. Discrete and continuous nonconvex programming problems arise in a host of practical applications in the context of production planning and control, locationallocation, distribution, economics and game theory, quantum chemistry, and process and engineering design situations. Several recent advances have been made in the development of branchandcut type algorithms for mixedinteger linear and nonlinear programming problems, as well as polyhedral outerapproximation methods for continuous nonconvex programming problems. At the heart of these approaches is a sequence of linear (or convex) programming relaxations that drive the solution process, and the success of such algorithms is strongly tied in with the strength or tightness of these relaxations. The ReformulationLinearizationTechnique (RLT) is a method that generates such tight linear programming relaxations for not only constructing exact solution algorithms, but also to design powerful heuristic procedures for large classes of discrete combinatorial and continuous nonconvex programming problems. Its development originated in [4, 5, 6], initially focusing on 01 and mixed 01 linear and
Comparison of convex relaxations of quadrilinear terms
"... In this paper we compare four different ways to compute a convex linear relaxation of a quadrilinear monomial on a box, analyzing their relative tightness. We computationally compare the quality of the relaxations, and we provide a general theorem on pairwisecomparison of relaxation strength, which ..."
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Cited by 2 (1 self)
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In this paper we compare four different ways to compute a convex linear relaxation of a quadrilinear monomial on a box, analyzing their relative tightness. We computationally compare the quality of the relaxations, and we provide a general theorem on pairwisecomparison of relaxation strength, which applies to some of our pairs of relaxations for quadrilinear monomials. Our results can be used to configure a spatial BranchandBound global optimization algorithm. We apply our results to the Molecular Distance Geometry Problem, demonstrating the usefulness of the present study. quadrilinear; convex relaxation; reformulation; global optimization, spatial Branch
Disjunctive Inequalities: Applications and Extensions
"... A general optimization problem can be expressed in the form min{cx: x ∈ S}, (1) where x ∈ R n is the vector of decision variables, c ∈ R n is a linear objective function and S ⊂ R n is the set of feasible solutions of (1). Because S is generally ..."
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A general optimization problem can be expressed in the form min{cx: x ∈ S}, (1) where x ∈ R n is the vector of decision variables, c ∈ R n is a linear objective function and S ⊂ R n is the set of feasible solutions of (1). Because S is generally