Computing optimality certificates for convex mixed-integer nonlinear problems
Halbig K, Hümbs L, Rösel F, Schewe L, Weninger D (2021)
Publication Language: English
Publication Type: Other publication type
Publication year: 2021
URI: https://opus4.kobv.de/opus4-trr154/frontdoor/index/index/docId/476/
Abstract
Every optimization problem has a corresponding verification problem which verifies whether a given optimal solution is in fact optimal. In the literature there are a lot of such ways to verify optimality for a given solution, e.g., the branch-and-bound tree. To simplify this task, Baes et al. introduced optimality certificates for convex mixed-integer nonlinear programs and proved that these are bounded in the number of integer variables. We introduce an algorithm to compute the certificates and conduct computational experiments. Through the experiments we show that the optimality certificates can be surprisingly small.
Authors with CRIS profile
Katrin Halbig
Lehrstuhl für Analytics & Mixed-Integer Optimization
Lukas Hümbs
Sonderforschungsbereich/Transregio 154: Mathematische Modellierung, Simulation und Optimierung am Beispiel von Gasnetzwerken
Florian Rösel
Professur für Optimization under Uncertainty & Data Analysis
Dieter Weninger
Lehrstuhl für Analytics & Mixed-Integer Optimization
Involved external institutions
United Kingdom (GB)How to cite
APA:
Halbig, K., Hümbs, L., Rösel, F., Schewe, L., & Weninger, D. (2021). Computing optimality certificates for convex mixed-integer nonlinear problems.
MLA:
Halbig, Katrin, et al. Computing optimality certificates for convex mixed-integer nonlinear problems. 2021.
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