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arXiv 2203.09703math.OC
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非线性二元optimization的割平面算法

Cutting plane algorithms for nonlinear binary optimization

Hoa T. Bui, Qun Lin, Ryan Loxton

摘要:

当前求解离散最优化问题的方法通常局限于凸集。在本文中,我们提出了一个通用的方法,基于切割平面解决非线性,可能非凸,二进制最优化问题。我们提供了一个严格的收敛性分析,量化了在不同条件下所需的迭代次数。这是不同的离散最优化,只有有限的收敛性证明的大多数其他工作。此外,利用变分分析的工具,我们提供了必要和充分的对偶最优性条件。

英文摘要:

Current state-of-the-art methods for solving discrete optimization problems are usually restricted to convex settings. In this paper, we propose a general approach based on cutting planes for solving nonlinear, possibly nonconvex, binary optimization problems. We provide a rigorous convergence analysis that quantifies the number of iterations required under different conditions. This is different to most other work in discrete optimization where only finite convergence is proved. Moreover, using tools from variational analysis, we provide necessary and sufficient dual optimality conditions.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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