[SCIP] reformulations and convex MINLP

Miles Lubin miles.lubin at gmail.com
Fri Apr 14 20:56:44 CEST 2017


Dear SCIP experts,

I would like to accurately characterize SCIP's handling of convex MINLP for
my thesis. The best reference I can find for how SCIP deals with convex
MINLP is this 2012 ISMP talk (
https://www.math.hu-berlin.de/~stefan/SCIP_ISMP12.pdf) by Stefan. Slide 9
states that if a composition of functions f(g(x)) is known to be convex or
concave, then no auxiliary variables are added. (This is in contrast to the
nonconvex case where z = g(x) will be introduced.) Is this statement still
accurate?
If so, is it also the case that if a constraint is of the form f(x) + g(x)
<= 0, and both f() and g() are heuristically detected to be convex, then no
auxiliary variables are added?

Thanks!
Miles
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