Bibliothek

Ihre E-Mail wurde erfolgreich gesendet. Bitte prüfen Sie Ihren Maileingang.

Leider ist ein Fehler beim E-Mail-Versand aufgetreten. Bitte versuchen Sie es erneut.

Vorgang fortführen?

Exportieren
  • 1
    Publikationsdatum: 2022-03-11
    Beschreibung: The benefits of cutting planes based on the perspective function are well known for many specific classes of mixed-integer nonlinear programs with on/off structures. However, we are not aware of any empirical studies that evaluate their applicability and computational impact over large, heterogeneous test sets in general-purpose solvers. This paper provides a detailed computational study of perspective cuts within a linear programming based branch-and-cut solver for general mixed-integer nonlinear programs. Within this study, we extend the applicability of perspective cuts from convex to nonconvex nonlinearities. This generalization is achieved by applying a perspective strengthening to valid linear inequalities which separate solutions of linear relaxations. The resulting method can be applied to any constraint where all variables appearing in nonlinear terms are semi-continuous and depend on at least one common indicator variable. Our computational experiments show that adding perspective cuts for convex constraints yields a consistent improvement of performance, and adding perspective cuts for nonconvex constraints reduces branch-and-bound tree sizes and strengthens the root node relaxation, but has no significant impact on the overall mean time.
    Sprache: Englisch
    Materialart: reportzib , doc-type:preprint
    Format: application/pdf
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
    BibTip Andere fanden auch interessant ...
Schließen ⊗
Diese Webseite nutzt Cookies und das Analyse-Tool Matomo. Weitere Informationen finden Sie hier...