Christodoulos A. Floudas

Global Optimization of Mixed-Integer Quadratically-Constrained Quadratic Programs (MIQCQP) through Piecewise-Linear and Edge-Concave Relaxations

  • Christodoulos A. Floudas
  • Ruth Misener
    • Categories Global Optimization

    We propose a deterministic global optimization approach, whose novel contributions are rooted in the edge-concave and piecewise-linear underestimators, to address nonconvex mixed-integer quadratically-constrained quadratic programs (MIQCQP) to epsilon-global optimality. The facets of low-dimensional (n < 4) edge-concave aggregations dominating the termwise relaxation of MIQCQP are introduced at every node of a branch-and-bound tree. Concave multivariable ... Read more

    Global minimization using an Augmented Lagrangian method with variable lower-level constraints

  • Ernesto G. Birgin
  • Christodoulos A. Floudas
  • José Mario Martínez
    • Categories Global Optimization Tags , , ,

    A novel global optimization method based on an Augmented Lagrangian framework is introduced for continuous constrained nonlinear optimization problems. At each outer iteration the method requires the $\varepsilon$-global minimization of the Augmented Lagrangian with simple constraints. Global convergence to an $\varepsilon$-global minimizer of the original problem is proved. The subproblems are solved using the $\alpha$BB … Read more