McCormick-Based Relaxations of Algorithms
Theory and implementation for the global optimization of a wide class of algorithms is presented via convex/affine relaxations. The basis for the proposed relaxations is the systematic construction of subgradients for the convex relaxations of factorable functions by McCormick [Math. Prog., 10 (1976...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Society for Industrial and Applied Mathematics,
2010-03-09T14:01:24Z.
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Subjects: | |
Online Access: | Get fulltext |