primal relaxation – Optimization Online

The Convex Hull Heuristic for Nonlinear 0-1 Programming Problems with Linear Constraints

Published: 2019/11/10

Applications - OR and Management Sciences convex hull, nonlinear 0-1 integer programming, primal relaxation, quadratic 0-1 programs with linear constraints, simplicial decomposi- tion

The Convex Hull Heuristic (CHH) is a heuristic for mixed-integer programming problems with a nonlinear objective function and linear constraints. It is a matheuristic in two ways: it is based on the mathematical programming algorithm called simplicial decomposition, or SD, and at each iteration, one solves a mixed-integer programming problem with a linear objective function … Read more

A new, solvable, primal relaxation for nonlinear integer programming problems with linear constraints

Published: 2007/10/28

Monique Guignard

(Mixed) Integer Nonlinear Programming, Combinatorial Optimization integer programming, penalty function, primal relaxation, relaxation, simplicial decomposition

This paper describes a new primal relaxation for nonlinear integer programming problems with linear constraints. This relaxation, contrary to the standard Lagrangean relaxation, can be solved efficiently. It requires the solution of a nonlinear penalized problem whose linear constraint set is known only implicitly, but whose solution is made possible by the use of a … Read more