Tighter McCormick relaxations through subgradient propagation.
Jaromil NajmanAlexander MitsosPublished in: J. Glob. Optim. (2019)
Keyphrases
- lower bound
- linear programming relaxation
- lagrangian relaxation
- upper bound
- cutting plane
- column generation
- integer programming
- linear programming
- lp relaxation
- convex optimization
- semidefinite
- branch and bound algorithm
- np hard
- wave propagation
- convex relaxation
- lower and upper bounds
- convex minimization
- data sets
- decision trees
- knapsack problem
- stochastic optimization
- branch and bound
- special case
- objective function
- multiscale