[Couenne] Nonlinear relaxations of problem

H Inacio hjmypg at gmail.com
Mon Apr 26 21:40:02 EDT 2010


Hi all,

my understanding is that given a problem, Couenne, by introducing new
variables and
constraints will build a reformulated problem, and then solve a linearized
version of this reformulated problem.

What I would like to do is to have Couenne do this reformulation for most of
the terms, but for some specific terms
keep these terms in the model and then solve a nonlinear relaxation instead
of a linear one.
As an example if I have a term x*y Couenne would introduce a variable z and
then maybe Mccormick relaxations, but
if I have a quadratic convex constraint I would like to leave it in the
problem.

Is this possible to do in Couenne?
What would be the major modifications in the code I would have to do to
acomplish this?

Thank you very much.

Helder Inacio
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