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Chapitre D'ouvrage Année : 2009

Reformulations in Mathematical Programming: A Computational Approach

Résumé

Mathematical programming is a language for describing optimization problems; it is based on parameters, decision variables, objective function(s) subject to various types of constraints. The present treatment is concerned with the case when objective(s) and constraints are algebraic mathematical expressions of the parameters and decision variables, and therefore excludes optimization of black-box functions. A reformulation of a mathematical program P is a mathematical program Q obtained from P via symbolic transformations applied to the sets of variables, objectives and constraints. We present a survey of existing reformulations interpreted along these lines, some example applications, and describe the implementation of a software framework for reformulation and optimization.
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Dates et versions

hal-01217899 , version 1 (20-10-2015)

Identifiants

Citer

Leo Liberti, Sonia Cafieri, Fabien Tarissan. Reformulations in Mathematical Programming: A Computational Approach. Foundations of Computational Intelligence, Vol. 3, 203, Springer, pp.153-234, 2009, Studies in Computational Intelligence, ⟨10.1007/978-3-642-01085-9_7⟩. ⟨hal-01217899⟩
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