Adjoint Mode Computation of Subgradients for McCormick Relaxations

Author:

Beckers Markus,Mosenkis Viktor,Naumann Uwe

Publisher

Springer Berlin Heidelberg

Reference10 articles.

1. Bauer, F.: Computational graphs and rounding error. SIAM Journal on Numerical Analysis 11(1), 87–96 (1974). DOI 10.1137/0711010

2. Corbett, C., Naumann, U.: Demonstration of a branch-and-bound algorithm for global optimization using McCormick relaxations. Tech. Rep. AIB-2011-24, RWTH Aachen (2011). URL http://aib.informatik.rwth-aachen.de/2011/2011-24.pdf

3. Griewank, A.: Piecewise linearization via Algorithmic Differentiation. Twelfth Euro AD Workshop, Berlin (2011)

4. Griewank, A., Walther, A.: Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation, 2nd edn. No. 105 in Other Titles in Applied Mathematics. SIAM, Philadelphia, PA (2008). URL http://www.ec-securehost.com/SIAM/OT105.html

5. Hiriart-Urruty, J., Lemaréchal, C.: Fundamentals of Convex Analysis. Springer-Verlag (2001)

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