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12 juin 2017: 1 événement


  • Séminaires du Pôle 2 : "Optimisation combinatoire, algorithmique"

    Lundi 12 juin 2017 14:00-15:00 - Emily Speakman

    Séminaire pole 2 Emily Speakman

    Résumé : Title : Quantifying Double McCormick : Some Geometric Insight for Global Optimization Algorithms
    When using the standard McCormick inequalities twice to convexify trilinear monomials, as is often the practice in modeling and software, there is a choice of which variables to group first. For the important case in which the domain is a nonnegative box, we calculate the volume of the resulting relaxation, as a function of the bounds defining the box. In this manner, we precisely quantify the strength of the different possible relaxations defined by all three groupings, in addition to the trilinear hull itself. As a by product, we characterize the best double McCormick relaxation.

    En savoir plus : Séminaires du Pôle 2 : "Optimisation combinatoire, algorithmique"