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Variable aggregation for nonlinear optimization problems

Published in arXiv (Cornell University) • Feb 19, 2025
Authors:
Sakshi Naik
,
Lorenz T. Biegler
,
Russell Bent

Abstract

Variable aggregation has been largely studied as an important pre-solve algorithm for optimization of linear and mixed-integer programs. Although some nonlinear solvers and algebraic modeling languages implement variable aggregation as a pre-solve, the impact it can have on constrained nonlinear pro...

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