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Arbitrarily tight [Formula: see text] BB underestimators of general non-linear functions over sub-optimal domains

In this paper we explore the construction of arbitrarily tight [Formula: see text] BB relaxations of [Formula: see text] general non-linear non-convex functions. We illustrate the theoretical challenges of building such relaxations by deriving conditions under which it is possible for an [Formula: s...

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Autores principales: Kazazakis, N., Adjiman, C. S.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2018
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6417400/
https://www.ncbi.nlm.nih.gov/pubmed/30956396
http://dx.doi.org/10.1007/s10898-018-0632-3
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author Kazazakis, N.
Adjiman, C. S.
author_facet Kazazakis, N.
Adjiman, C. S.
author_sort Kazazakis, N.
collection PubMed
description In this paper we explore the construction of arbitrarily tight [Formula: see text] BB relaxations of [Formula: see text] general non-linear non-convex functions. We illustrate the theoretical challenges of building such relaxations by deriving conditions under which it is possible for an [Formula: see text] BB underestimator to provide exact bounds. We subsequently propose a methodology to build [Formula: see text] BB underestimators which may be arbitrarily tight (i.e., the maximum separation distance between the original function and its underestimator is arbitrarily close to 0) in some domains that do not include the global solution (defined in the text as “sub-optimal”), assuming exact eigenvalue calculations are possible. This is achieved using a transformation of the original function into a [Formula: see text] -subenergy function and the derivation of [Formula: see text] BB underestimators for the new function. We prove that this transformation results in a number of desirable bounding properties in certain domains. These theoretical results are validated in computational test cases where approximations of the tightest possible [Formula: see text] -subenergy underestimators, derived using sampling, are compared to similarly derived approximations of the tightest possible classical [Formula: see text] BB underestimators. Our tests show that [Formula: see text] -subenergy underestimators produce much tighter bounds, and succeed in fathoming nodes which are impossible to fathom using classical [Formula: see text] BB.
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spelling pubmed-64174002019-04-03 Arbitrarily tight [Formula: see text] BB underestimators of general non-linear functions over sub-optimal domains Kazazakis, N. Adjiman, C. S. J Glob Optim Article In this paper we explore the construction of arbitrarily tight [Formula: see text] BB relaxations of [Formula: see text] general non-linear non-convex functions. We illustrate the theoretical challenges of building such relaxations by deriving conditions under which it is possible for an [Formula: see text] BB underestimator to provide exact bounds. We subsequently propose a methodology to build [Formula: see text] BB underestimators which may be arbitrarily tight (i.e., the maximum separation distance between the original function and its underestimator is arbitrarily close to 0) in some domains that do not include the global solution (defined in the text as “sub-optimal”), assuming exact eigenvalue calculations are possible. This is achieved using a transformation of the original function into a [Formula: see text] -subenergy function and the derivation of [Formula: see text] BB underestimators for the new function. We prove that this transformation results in a number of desirable bounding properties in certain domains. These theoretical results are validated in computational test cases where approximations of the tightest possible [Formula: see text] -subenergy underestimators, derived using sampling, are compared to similarly derived approximations of the tightest possible classical [Formula: see text] BB underestimators. Our tests show that [Formula: see text] -subenergy underestimators produce much tighter bounds, and succeed in fathoming nodes which are impossible to fathom using classical [Formula: see text] BB. Springer US 2018-03-29 2018 /pmc/articles/PMC6417400/ /pubmed/30956396 http://dx.doi.org/10.1007/s10898-018-0632-3 Text en © The Author(s) 2018 Open AccessThis article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
spellingShingle Article
Kazazakis, N.
Adjiman, C. S.
Arbitrarily tight [Formula: see text] BB underestimators of general non-linear functions over sub-optimal domains
title Arbitrarily tight [Formula: see text] BB underestimators of general non-linear functions over sub-optimal domains
title_full Arbitrarily tight [Formula: see text] BB underestimators of general non-linear functions over sub-optimal domains
title_fullStr Arbitrarily tight [Formula: see text] BB underestimators of general non-linear functions over sub-optimal domains
title_full_unstemmed Arbitrarily tight [Formula: see text] BB underestimators of general non-linear functions over sub-optimal domains
title_short Arbitrarily tight [Formula: see text] BB underestimators of general non-linear functions over sub-optimal domains
title_sort arbitrarily tight [formula: see text] bb underestimators of general non-linear functions over sub-optimal domains
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6417400/
https://www.ncbi.nlm.nih.gov/pubmed/30956396
http://dx.doi.org/10.1007/s10898-018-0632-3
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