Reverse propagation of McCormick relaxations

Achim Wechsung (), Joseph Scott (), Harry Watson () and Paul Barton ()

Journal of Global Optimization, 2015, vol. 63, issue 1, 36 pages

Abstract: Constraint propagation techniques have heavily utilized interval arithmetic while the application of convex and concave relaxations has been mostly restricted to the domain of global optimization. Here, reverse McCormick propagation, a method to construct and improve McCormick relaxations using a directed acyclic graph representation of the constraints, is proposed. In particular, this allows the interpretation of constraints as implicitly defining set-valued mappings between variables, and allows the construction and improvement of relaxations of these mappings. Reverse McCormick propagation yields potentially tighter enclosures of the solutions of constraint satisfaction problems than reverse interval propagation. Ultimately, the relaxations of the objective of a non-convex program can be improved by incorporating information about the constraints. Copyright Springer Science+Business Media New York 2015

Keywords: Constraint propagation; Global optimization; Convex relaxations; McCormick relaxations; 49M20; 49M37; 65K05; 90C26 (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://hdl.handle.net/10.1007/s10898-015-0303-6 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jglopt:v:63:y:2015:i:1:p:1-36

Ordering information: This journal article can be ordered from
http://www.springer. ... search/journal/10898

DOI: 10.1007/s10898-015-0303-6

Access Statistics for this article

Journal of Global Optimization is currently edited by Sergiy Butenko

More articles in Journal of Global Optimization from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().