On branching-point selection for trilinear monomials in spatial branch-and-bound: the hull relaxation

Emily Speakman () and Jon Lee ()
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Emily Speakman: University of Michigan
Jon Lee: University of Michigan

Journal of Global Optimization, 2018, vol. 72, issue 2, No 1, 129-153

Abstract: Abstract In Speakman and Lee (Math Oper Res 42(4):1230–1253, 2017), we analytically developed the idea of using volume as a measure for comparing relaxations in the context of spatial branch-and-bound. Specifically, for trilinear monomials, we analytically compared the three possible “double-McCormick relaxations” with the tight convex-hull relaxation. Here, again using volume as a measure, for the convex-hull relaxation of trilinear monomials, we establish simple rules for determining the optimal branching variable and optimal branching point. Additionally, we compare our results with current software practice.

Keywords: Global optimization; Spatial branch-and-bound; Trilinear; Monomial; Branching point; Branching variable; 90C26; 65K05 (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10898-018-0620-7

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