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Reformulation and Convex Relaxation Techniques for Global Optimization (2004)

by Leo Sergio Liberti
Venue:4OR
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Reformulations in Mathematical Programming: A Computational Approach

by Leo Liberti, Sonia Cafieri, Fabien Tarissan
"... 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 ..."
Abstract - Cited by 14 (12 self) - Add to MetaCart
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 black-box 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

REFORMULATIONS IN MATHEMATICAL PROGRAMMING: DEFINITIONS AND SYSTEMATICS

by Leo Liberti , 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 ..."
Abstract - Cited by 13 (11 self) - Add to MetaCart
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 (opt-reformulations, narrowings, relaxations and approximations). We establish some theoretical results and give reformulation examples for each type.

Reformulation-Linearization Methods for Global Optimization

by Hanif D. Sherali, Leo Liberti , 2007
"... Keywords: Reformulation-Linearization Technique, lift-and-project, tight relaxations, valid inequalities, model reformulation, convex hull, convex envelopes, mixed-integer 0-1 program, polynomial programs, nonconvex programs, factorable programs, reduced relaxations. Discrete and continuous nonconve ..."
Abstract - Cited by 3 (1 self) - Add to MetaCart
Keywords: Reformulation-Linearization Technique, lift-and-project, tight relaxations, valid inequalities, model reformulation, convex hull, convex envelopes, mixed-integer 0-1 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, location-allocation, distribution, economics and game theory, quantum chemistry, and process and engineering design situations. Several recent advances have been made in the development of branch-and-cut type algorithms for mixed-integer linear and nonlinear programming problems, as well as polyhedral outer-approximation 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 Reformulation-Linearization-Technique (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 0-1 and mixed 0-1 linear and
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