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math.OC2022
Recursive McCormick Linearization of Multilinear Programs
Arvind U Raghunathan, Carlos Cardonha, David Bergman +1
Linear programming (LP) relaxations are widely employed in exact solution methods for multilinear programs (MLP). One example is the family of Recursive McCormick Linearization (RM…
cs.LG2022
Constraint Learning to Define Trust Regions in Predictive-Model Embedded Optimization
Chenbo Shi, Mohsen Emadikhiav, Leonardo Lozano +1
There is a recent proliferation of research on the integration of machine learning and optimization. One expansive area within this research stream is predictive-model embedded opt…