On branching-point selection for trilinear monomials in spatial branch-and-bound: the hull relaxation

被引:9
作者
Speakman, Emily [1 ]
Lee, Jon [1 ]
机构
[1] Univ Michigan, Dept Ind & Operat Engn, Ann Arbor, MI 48109 USA
关键词
Global optimization; Spatial branch-and-bound; Trilinear; Monomial; Branching point; Branching variable; GLOBAL OPTIMIZATION; CONVEX ENVELOPE;
D O I
10.1007/s10898-018-0620-7
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
In Speakman and Lee (Math Oper Res 42(4):1230-1253, 2017), we analytically developed the idea of using volume as a measure for comparing relaxations in the context of spatial branch-and-bound. Specifically, for trilinear monomials, we analytically compared the three possible double-McCormick relaxations with the tight convex-hull relaxation. Here, again using volume as a measure, for the convex-hull relaxation of trilinear monomials, we establish simple rules for determining the optimal branching variable and optimal branching point. Additionally, we compare our results with current software practice.
引用
收藏
页码:129 / 153
页数:25
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