McCormick Operator Capabilities

EAGO provides a library of McCormick relaxations in native Julia code. It supports relaxing functions using both nonsmooth McCormick relaxations (Mitsos2009), smooth McCormick relaxations (Khan2017), multi-variant McCormick relaxations (Tsoukalas2014), as well as subgradient-based interval refinement (Najman2017). For functions with arbitrarily differentiable relaxations, the differentiable can be modified by adjusting a constant value. Additionally, validated interval bounds are supported via ValidatedNumerics.jl and nonvalidated interval operators are available through use of the MCInterval{T} object included in EAGO (which is essentially just a copy of the IntervalArithmetic.jl and IntervalContractor.jl library with corrected rounding features removed).