Suppose I have a binary optimization problem of the form maximize f(x) (1) subject to Ax ≤ b x binary Here f(x) is a disgusting, nonlinear, nonconcave black box function. However, I happen to have a good linear relaxation for f(x) that is …

I have an INLP and a linear relaxation; I want to steal someone else's branch-and-bound algorithm

mohamed82008 June 9, 2022, 12:28pm 4

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