An extended cutting plane method for solving convex MINLP problems

Tapio Westerlund*, Frank Pettersson

*Korresponderande författare för detta arbete

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259 Citeringar (Scopus)

Sammanfattning

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.

OriginalspråkEngelska
Sidor (från-till)131-136
Antal sidor6
TidskriftComputers and Chemical Engineering
Volym19
UtgåvaSUPPL. 1
DOI
StatusPublicerad - 1995
MoE-publikationstypA1 Tidskriftsartikel-refererad

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