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 language | Undefined/Unknown |
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| Title of host publication | Proceedings of the XII global optimization workshop : mathematical and applied global optimization, MAGO 2014 |
| Editors | LG Casado, I. García, EMT Hendrix |
| Pages | 21–24 |
| Publication status | Published - 2014 |
| MoE publication type | A4 Article in a conference publication |
| Event | conference; 2014-09-01; 2014-09-04 - Málaga, Spain Duration: 1 Sept 2014 → 4 Sept 2014 |
Conference
| Conference | conference; 2014-09-01; 2014-09-04 |
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| Period | 01/09/14 → 04/09/14 |