Granularity for mixed-integer polynomial optimization problems

Finding good feasible points is crucial in mixed-integer programming. For this purpose we combine a sufficient condition for consistency, called granularity, with the moment-/sos-hierarchy from polynomial optimization. If the mixed-integer problem is granular, we obtain feasible points by solving continuous polynomial problems and rounding their optimal points. The moment-/sos-hierarchy is hereby used to solve those continuous polynomial problems, which generalizes known methods from the literature. Numerical examples from the MINLPLib illustrate our approach.

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