Danique de Moor

An extension of the Reformulation-Linearization Technique to nonlinear optimization

  • Danique de Moor
  • Dick den Hertog
  • Jianzhe Zhen
    • Categories Constrained Nonlinear Optimization, Global Optimization Tags , , ,

    We introduce a novel Reformulation-Perspectification Technique (RPT) to obtain convex approximations of nonconvex continuous optimization problems. RPT consists of two steps, those are, a reformulation step and a perspectification step. The reformulation step generates redundant nonconvex constraints from pairwise multiplication of the existing constraints. The perspectification step then convexifies the nonconvex components by using perspective … Read more

    Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective

  • Danique de Moor
  • Dick den Hertog
  • Ahmadreza Marandi
  • Lieven Vandenberghe
  • Jianzhe Zhen
    • Categories Robust Optimization Tags , , ,

    In this paper, we focus on a subclass of quadratic optimization problems, that is, disjoint bilinear optimization problems. We first show that disjoint bilinear optimization problems can be cast as two-stage robust linear optimization problems with fixed-recourse and right-hand-side uncertainty, which enables us to apply robust optimization techniques to solve the resulting problems. To this … Read more