Thodoris Koukouvinos

Cone product reformulation for global optimization

  • Danique de Moor
  • Dick den Hertog
  • Dimitris Bertsimas
  • Jianzhe Zhen
  • Thodoris Koukouvinos
    • Categories Cone Programming, Global Optimization, Nonlinear Optimization

    In this paper, we study nonconvex optimization problems involving sum of linear times convex (SLC) functions as well as conic constraints belonging to one of the five basic cones, that is, linear cone, second order cone, power cone, exponential cone, and semidefinite cone. By using the Reformulation Perspectification Technique, we can obtain a convex relaxation … Read more

    A novel algorithm for a broad class of nonconvex optimization problems

  • Dimitris Bertsimas
  • Danique de Moor
  • Dick den Hertog
  • Thodoris Koukouvinos
  • Jianzhe Zhen
    • Categories Global Optimization, Nonlinear Optimization Tags , , , ,

    In this paper, we propose a new global optimization approach for solving nonconvex optimization problems in which the nonconvex components are sums of products of convex functions. A broad class of nonconvex problems can be written in this way, such as concave minimization problems, difference of convex problems, and fractional optimization problems. Our approach exploits … Read more