A Method for Global Optimization of Large Systems of Quadratic Constraints

  • Nitin Lamba
  • Mark Dietz
  • Daniel P. Johnson

Abstract

In previous work, we have presented a novel global feasibility solver for the large system of quadratic constraints that arise as sub-problems in the solving of hard hybrid problems, such as the scheduling of refineries. In this paper we present the Gradient Optimal Constraint Equation Subdivision (GOCES) algorithm, which incorporates a standard NLP solver and the global feasibility solver to find and establish global optimums for systems of quadratic equations, and present benchmarks.

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