An Adaptive, Multivariate Partitioning Algorithm for Global Optimization of Nonconvex Programs
نویسندگان
چکیده
In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multilinear terms to global optimality. The algorithm combines two key ideas that exploit the structure of convex relaxations to MINLPs. First, we apply sequential bound tightening techniques to obtain the tightest possible bounds, based on both continuous and discrete relaxations with partitioned variable domains. Second, we leverage relaxations to adaptively partition variable domains via piecewise convex relaxations of multi-linear terms and develop an iterative algorithm for globally solving MINLPs and provide proofs on convergence guarantees. We demonstrate the effectiveness of our disjunctive formulations and the algorithm on well-known benchmark problems (including Pooling and Blending instances) from MINLPLib and compare with a state-ofthe-art global optimization solver. With this novel approach, we solve several large-scale instances which are, in some cases, intractable by the global optimization solver. We also shrink the best known optimality gap for one of the hard, generalized pooling problem instance.
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ورودعنوان ژورنال:
- CoRR
دوره abs/1707.02514 شماره
صفحات -
تاریخ انتشار 2017