Emily Speakman: Gaining or Losing Perspective for PWL Under-Estim. of Convex Univariate Functions скачать в хорошем качестве

Emily Speakman: Gaining or Losing Perspective for PWL Under-Estim. of Convex Univariate Functions

Authors: Jon Lee (University of Michigan), Daphne Skipper (US Naval Academy), Emily Speakman (University of Colorado Denver), and Luze Xu (University of Michigan). Abstract: We study a well-known MINLO (mixed-integer nonlinear optimization) formulation of a disjunction. This model is useful when activities have operating ranges, we pay a fixed cost for carrying out each activity, and costs on the levels of activities are strictly convex. The `perspective reformulation' is a well-known method for tightening the convex relaxation of the obvious MINLO formulation. Using volume as a measure to compare convex bodies, we investigate optimal placement of a fixed number of linearization points for building a best piecewise-linear convex under-estimator (in the context of the perspective reformulation). ArXiv link: https://arxiv.org/abs/2009.07178 ~ This talk was submitted to MINLP Virtual Workshop 2021 (https://optimisation.doc.ic.ac.uk/min...) Connect with the Computational Optimisation Group at Imperial College London online... Subscribe to the CogImperial YouTube channel for more research related content:    / @cogimperial   Follow us on Twitter for news about our research group:   / cogimperial   Visit our official site for more information: https://optimisation.doc.ic.ac.uk/