2023/02/02 by Benjamin Beach, Beach, Benjamin, Robert Burlacu +7
Biochemistry, Genetics and Molecular Biology · Engineering · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Mathematical Programming #Peroxisome Proliferator-Activated Receptors
paper · pdf · doi:10.48550/arxiv.2302.01164
openalex publication_date 2023/02/02 · openalex created_date 2023/02/04 · openalex updated_date 2026/08/01
This is Part II of a study on mixed-integer programming (MIP) relaxation techniques for the solution of non-convex mixed-integer quadratically constrained quadratic programs (MIQCQPs). We set the focus on MIP relaxation methods for non-convex continuous variable products and extend the well-known MIP relaxation normalized multi-parametric disaggregation technique (NMDT), applying a sophisticated discretization to both variables. We refer to this approach as doubly discretized normalized multiparametric disaggregation technique (D-NMDT). In a comprehensive theoretical analysis, we underline the theoretical advantages of the enhanced method D-NMDT compared to NMDT. Furthermore, we perform a broad computational study to demonstrate its effectiveness in terms of producing tight dual bounds for MIQCQPs. Finally, we compare D-NMDT to the separable MIP relaxations from Part I and a state-of-the-art MIQCQP solver.