An extended cutting plane method for solving convex MINLP problems

Tapio Westerlund*, Frank Pettersson

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

249 Citations (Scopus)

Abstract

An extended version of Kelley's cutting plane method is introduced in the present paper. The extended method can be applied for the solution of convex MINLP (mixed-integer non-linear programming) problems, while Kelley's cutting plane method was originally introduced for the solution of convex NLP (non-linear programming) problems only. The method is suitable for solving large convex MINLP problems with a moderate degree of nonlinearity. The convergence properties of the method are given in the present paper and an example is provided to illustrate the numerical procedure.

Original languageEnglish
Pages (from-to)131-136
Number of pages6
JournalComputers and Chemical Engineering
Volume19
Issue numberSUPPL. 1
DOIs
Publication statusPublished - 1995
MoE publication typeA1 Journal article-refereed

Keywords

  • Extended Cutting Plane.
  • Integer Non-Linear Programming
  • Mixed-Integer Non-Linear Programming
  • Optimization

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