An extended supporting hyperplane algorithm for convex MINLP problems

A4 Konferenspublikationer


Interna författare/redaktörer


Publikationens författare: Andreas Lundell, Jan Kronqvist, Tapio Westerlund
Redaktörer: L.G. Casado, I. García, E.M.T. Hendrix
Förlagsort: Málaga
Publiceringsår: 2014
Moderpublikationens namn: Proceedings of the XII global optimization workshop : mathematical and applied global optimization, MAGO 2014
Artikelns första sida, sidnummer: 21
Artikelns sista sida, sidnummer: 24
ISBN: 978-84-16027-57-6


Abstrakt

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.

Senast uppdaterad 2019-23-11 vid 02:50