An extended supporting hyperplane algorithm for convex MINLP problems

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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.
Original languageUndefined/Unknown
Title of host publicationProceedings of the XII global optimization workshop : mathematical and applied global optimization, MAGO 2014
EditorsLG Casado, I. García, EMT Hendrix
Pages21–24
Publication statusPublished - 2014
MoE publication typeA4 Article in a conference publication
Eventconference; 2014-09-01; 2014-09-04 - Málaga, Spain
Duration: 1 Sep 20144 Sep 2014

Conference

Conferenceconference; 2014-09-01; 2014-09-04
Period01/09/1404/09/14

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