An extended supporting hyperplane algorithm for convex MINLP problems

A4 Conference proceedings


Internal Authors/Editors


Publication Details

List of Authors: Andreas Lundell, Jan Kronqvist, Tapio Westerlund
Editors: L.G. Casado, I. García, E.M.T. Hendrix
Place: Málaga
Publication year: 2014
Book title: Proceedings of the XII global optimization workshop : mathematical and applied global optimization, MAGO 2014
Start page: 21
End page: 24
ISBN: 978-84-16027-57-6


Abstract

The extended cutting plane algorithm (ECP) is a deterministic optimization method for solving convex mixed-integer nonlinear programming (MINLP) problems to global optimality as a sequence of mixed-integer linear programming (MILP) problems. The a lgorithm is based on Kelley’s cutting plane method for continuous nonlinear programming (NLP) problems. In this paper, an extended supporting hyperplane (ESH) algorithm is presented. It is based on similar principles as in the ECP algorithm, however instead of utilizing cutting planes supporting hyperplanes are generated.

Last updated on 2019-13-12 at 04:02