bound tightening

Presolving for Mixed-Integer Semidefinite Optimization

  • Frederic Matter
  • Marc E. Pfetsch
    • Categories (Mixed) Integer Nonlinear Programming, Semi-definite Programming Tags , , ,

    This paper provides a discussion and evaluation of presolving methods for mixed-integer semidefinite programs. We generalize methods from the mixed-integer linear case and introduce new methods that depend on the semidefinite condition. The considered methods include adding linear constraints, bounds relying on 2 × 2 minors of the semidefinite constraints, bound tightening based on solving … Read more

    Three Enhancements for Optimization-Based Bound Tightening

  • Timo Berthold
  • Ambros Gleixner
  • Benjamin Müller
  • Stefan Weltge
    • Categories (Mixed) Integer Nonlinear Programming, Global Optimization, Nonlinear Optimization Tags , , , , ,

    Optimization-based bound tightening (OBBT) is one of the most effective procedures to reduce variable domains of nonconvex mixed-integer nonlinear programs (MINLPs). At the same time it is one of the most expensive bound tightening procedures, since it solves auxiliary linear programs (LPs)—up to twice the number of variables many. The main goal of this paper … Read more