303. On computing upper bounds in nonlinear problems involving disjunctive constraints
Invited abstract in session TC-7: Global optimization II / MINLP, stream Global optimization.
Thursday, 11:25 - 12:40Room: M:I
Authors (first author is the speaker)
| 1. | Sonia Cafieri
|
| ENAC - Ecole Nationale d'Aviation Civile | |
| 2. | Marcel Mongeau
|
| ENAC |
Abstract
The recently introduced continuous quadrant penalty formulation of logical disjunctive constraints constitutes a continuous-optimization alternative to the classical formulations (such as the bigM formulation) based on the introduction of binary variables.
We focus on nonlinear problems whose only combinatorial aspect comes from their logical constraints, and build on the continuous quadrant penalty, that yields to a continuous nonconvex problem, to derive an efficient computation of upper bounds to be used within Branch-and-Bound-based multi-step approaches.
We show on two problems, respectively from discrete geometry and arising in air traffic management optimization, that our approach is effective at speeding up the computational convergence.
Keywords
- Global optimization
- Mixed integer nonlinear optimization
Status: accepted
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