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 language | English |
|---|---|
| Pages (from-to) | 131-136 |
| Number of pages | 6 |
| Journal | Computers and Chemical Engineering |
| Volume | 19 |
| Issue number | Supplement 1 |
| DOIs | |
| Publication status | Published - 1995 |
| MoE publication type | A1 Journal article-refereed |
Keywords
- Extended Cutting Plane.
- Integer Non-Linear Programming
- Mixed-Integer Non-Linear Programming
- Optimization