GloMIQO

Globally optimizing mixed-integer quadratically-constrained quadratic programs Major applications of mixed-integer quadratically-constrained quadratic programs (MIQCQP) include quality blending in process networks, separating objects in computational geometry, and portfolio optimization in finance. Specific instantiations of MIQCQP in process networks optimization problems include: pooling problems, distillation sequences, wastewater treatment and total water systems, hybrid energy systems, heat exchanger networks, reactor-separator-recycle systems, separation systems, data reconciliation, batch processes, crude oil scheduling, and natural gas production. Computational geometry problems formulated as MIQCQP include: point packing, cutting convex shapes from rectangles, maximizing the area of a convex polygon, and chip layout and compaction. Portfolio optimization in financial engineering can also be formulated as MIQCQP


References in zbMATH (referenced in 31 articles , 2 standard articles )

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  1. Boland, Natashia; Dey, Santanu S.; Kalinowski, Thomas; Molinaro, Marco; Rigterink, Fabian: Bounding the gap between the McCormick relaxation and the convex hull for bilinear functions (2017)
  2. Boukouvala, Fani; Faruque Hasan, M.M.; Floudas, Christodoulos A.: Global optimization of general constrained grey-box models: new method and its application to constrained PDEs for pressure swing adsorption (2017)
  3. Gleixner, Ambros M.; Berthold, Timo; Müller, Benjamin; Weltge, Stefan: Three enhancements for optimization-based bound tightening (2017)
  4. Zhao, Yingfeng; Liu, Sanyang: Global optimization algorithm for mixed integer quadratically constrained quadratic program (2017)
  5. Billionnet, Alain; Elloumi, Sourour; Lambert, Amélie: Exact quadratic convex reformulations of mixed-integer quadratically constrained problems (2016)
  6. Birgin, E.G.; Lobato, R.D.; Martínez, J.M.: Packing ellipsoids by nonlinear optimization (2016)
  7. Boukouvala, Fani; Misener, Ruth; Floudas, Christodoulos A.: Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO (2016)
  8. Castro, Pedro M.: Normalized multiparametric disaggregation: an efficient relaxation for mixed-integer bilinear problems (2016)
  9. Domes, Ferenc; Neumaier, Arnold: Linear and parabolic relaxations for quadratic constraints (2016)
  10. Ma, Xiaohua; Gao, Yuelin; Liu, Xia: A new branch and bound algorithm for integer quadratic programming problems (2016)
  11. Santi, Éverton; Aloise, Daniel; Blanchard, Simon J.: A model for clustering data from heterogeneous dissimilarities (2016)
  12. Duan, Qianqian; Yang, Genke; Xu, Guanglin; Duan, Xueyan: A global optimization approach for a class of MINLP problems with applications to crude oil scheduling problem (2015)
  13. Frank, Stephen M.; Rebennack, Steffen: Optimal design of mixed AC-DC distribution systems for commercial buildings: a nonconvex generalized Benders decomposition approach (2015)
  14. Gleixner, Ambros M.: Exact and fast algorithms for mixed-integer nonlinear programming (2015)
  15. Kirst, Peter; Stein, Oliver; Steuermann, Paul: Deterministic upper bounds for spatial branch-and-bound methods in global minimization with nonconvex constraints (2015)
  16. Misener, Ruth; Smadbeck, James B.; Floudas, Christodoulos A.: Dynamically generated cutting planes for mixed-integer quadratically constrained quadratic programs and their incorporation into GloMIQO 2 (2015)
  17. Berthold, Timo; Gleixner, Ambros M.: Undercover: a primal MINLP heuristic exploring a largest sub-MIP (2014)
  18. Castro, Pedro M.; Grossmann, Ignacio E.: Optimality-based bound contraction with multiparametric disaggregation for the global optimization of mixed-integer bilinear problems (2014)
  19. Jones, Donald R.: A fully general, exact algorithm for nesting irregular shapes (2014)
  20. Kallrath, Josef; Rebennack, Steffen: Cutting ellipses from area-minimizing rectangles (2014)

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Further publications can be found at: http://helios.princeton.edu/GloMIQO/publications.html