TY - JOUR
T1 - An extended cutting plane method for solving convex MINLP problems
AU - Westerlund, Tapio
AU - Pettersson, Frank
PY - 1995
Y1 - 1995
N2 - 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.
AB - 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.
KW - Extended Cutting Plane.
KW - Integer Non-Linear Programming
KW - Mixed-Integer Non-Linear Programming
KW - Optimization
UR - http://www.scopus.com/inward/record.url?scp=0029216437&partnerID=8YFLogxK
U2 - 10.1016/0098-1354(95)87027-X
DO - 10.1016/0098-1354(95)87027-X
M3 - Article
AN - SCOPUS:0029216437
SN - 0098-1354
VL - 19
SP - 131
EP - 136
JO - Computers and Chemical Engineering
JF - Computers and Chemical Engineering
IS - Supplement 1
ER -