Reformulations in mathematical programming: A computational approach

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Abstract

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.

Original languageEnglish
Title of host publicationFoundations of Computational Intelligence Volume 3
Subtitle of host publicationGlobal Optimization
PublisherSpringer Verlag
Pages153-234
Number of pages82
ISBN (Print)9783642010842
DOIs
Publication statusPublished - 1 Jan 2009

Publication series

NameStudies in Computational Intelligence
Volume203
ISSN (Print)1860-949X

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