Granularity for Mixed-Integer Polynomial Optimization Problems

被引:0
|
作者
Eggen, Carl [1 ]
Stein, Oliver [2 ]
Volkwein, Stefan [1 ]
机构
[1] Univ Konstanz, Dept Math & Stat, Universitatsstr 10, D-78464 Constance, Germany
[2] Karlsruhe Inst Technol KIT, Inst Operat Res, Blucherstr 17, D-76185 Karlsruhe, Germany
关键词
Mixed-integer nonlinear programming; Granularity; Rounding; Polynomial optimization; Semidefinite programming; ALGORITHM;
D O I
10.1007/s10957-025-02631-6
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
Finding good feasible points is crucial in mixed-integer programming. For this purpose we combine a sufficient condition for consistency, called granularity, with the moment-/sum-of-squares-hierarchy from polynomial optimization. If the mixed-integer problem is granular, we obtain feasible points by solving continuous polynomial problems and rounding their optimal points. The moment-/sum-of-squares-hierarchy is hereby used to solve those continuous polynomial problems, which generalizes known methods from the literature. Numerical examples from the MINLPLib illustrate our approach.
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页数:24
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