Timeline for Randomly constructing a bounded ellipsoid
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
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| Jun 23, 2023 at 7:34 | comment | added | Henrik Alsing Friberg | Maybe @prubin has time to test this change as a follow-up to his blog posts? | |
| Jun 23, 2023 at 7:33 | comment | added | Henrik Alsing Friberg | Definitely an overstatement, @Ggouvine, as the question doesn't even mention MIP, but let's go with it. If you solve nonlinear MIP by outer approximation, and the OA is unbounded, you try to generate cuts to reject this conclusion. If these cuts are rejected as numerical garbage, unboundedness is accepted. This is likely in x-space, but not in y-space where all OA-cuts are reasonable. Hence you obtain a relaxation bounded in y-space, where the conclusion of unboundedness is much harder to reach. | |
| Jun 21, 2023 at 10:19 | comment | added | Ggouvine | That's a good thing to try. I'm not convinced it will work in practice, as any numerical issues would be due to the interaction of the constraint with branch-and-cut, and it remains ill-conditioned (large variations in $x$ for small variations of constraint value) | |
| Jun 21, 2023 at 8:10 | history | edited | Henrik Alsing Friberg | CC BY-SA 4.0 |
added 25 characters in body
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| Jun 21, 2023 at 8:03 | history | answered | Henrik Alsing Friberg | CC BY-SA 4.0 |