Reformulation versus cutting-planes for robust optimization
نویسندگان
چکیده
منابع مشابه
Reformulation versus cutting-planes for robust optimization A computational study
Robust optimization (RO) is a tractable method to address uncertainty in optimization problems where uncertain parameters are modeled as belonging to uncertainty sets that are commonly polyhedral or ellipsoidal. The two most frequently described methods in the literature for solving RO problems are reformulation to a deterministic optimization problem or an iterative cutting-plane method. There...
متن کاملSemantic Versus Syntactic Cutting Planes
In this paper, we compare the strength of the semantic and syntactic version of the cutting planes proof system. First, we show that the lower bound technique of [22] applies also to semantic cutting planes: the proof system has feasible interpolation via monotone real circuits, which gives an exponential lower bound on lengths of semantic cutting planes refutations. Second, we show that semant...
متن کاملCutting-Planes for Optimization of Convex Functions over Nonconvex Sets
We derive linear inequality characterizations for sets of the form conv{(x, q) ∈ R×R : q ≥ Q(x), x ∈ R − int(P )} where Q is convex and differentiable and P ⊂ R. We show that in several cases our characterization leads to polynomial-time separation algorithms that operate in the original space of variables, in particular when Q is a positive-definite quadratic and P is a polyhedron or an ellips...
متن کاملLower Bounds for Cutting Planes
Cutting Planes (CP) is a refutation propositional proof system whose lines are linear inequalities in Boolean variables. Exponential lower bounds for CP refutations of a clique/coclique dichotomy have been proved by Bonet, Pitassi and Raz, and by Kraj́ıček, using similar methods. Their proofs only apply when all the coefficients in the proof are small. Pudlák proved a lower bound for the same st...
متن کاملUnderstanding Cutting Planes for QBFs
We define a cutting planes system CP+∀red for quantified Boolean formulas (QBF) and analyse the proof-theoretic strength of this new calculus. While in the propositional case, Cutting Planes is of intermediate strength between resolution and Frege, our findings here show that the situation in QBF is slightly more complex: while CP+∀red is again weaker than QBF Frege and stronger than the CDCL-b...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computational Management Science
سال: 2015
ISSN: 1619-697X,1619-6988
DOI: 10.1007/s10287-015-0236-z