An extended supporting hyperplane algorithm for convex MINLP problems

Andreas Lundell; Jan Kronqvist; Tapio Westerlund

An extended supporting hyperplane algorithm for convex MINLP problems

Andreas Lundell, Jan Kronqvist, Tapio Westerlund

Doktorandnätverk Chemical Engineering

Forskningsoutput: Kapitel i bok/konferenshandling › Publicerad konferensartikel › Vetenskaplig › Peer review

Sammanfattning

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.

Originalspråk	Odefinierat/okänt
Titel på värdpublikation	Proceedings of the XII global optimization workshop : mathematical and applied global optimization, MAGO 2014
Redaktörer	LG Casado, I. García, EMT Hendrix
Sidor	21–24
Status	Publicerad - 2014
MoE-publikationstyp	A4 Artikel i en konferenspublikation
Evenemang	conference; 2014-09-01; 2014-09-04 - Málaga, Spain Varaktighet: 1 sep. 2014 → 4 sep. 2014

Konferens

Konferens	conference; 2014-09-01; 2014-09-04
Period	01/09/14 → 04/09/14

Åtkomst av dokument

http://www.hpca.ual.es/~MAGO14/MAGO14-Proceedings.pdf

Citera det här

@inproceedings{736bdebe7b0e4b35a04c4b929c8c59d6,

title = "An extended supporting hyperplane algorithm for convex MINLP problems",

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{\textquoteright}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.",

author = "Andreas Lundell and Jan Kronqvist and Tapio Westerlund",

year = "2014",

language = "Odefinierat/ok{\"a}nt",

isbn = "978-84-16027-57-6",

pages = "21–24",

editor = "LG Casado and I. Garc{\'i}a and EMT Hendrix",

booktitle = "Proceedings of the XII global optimization workshop : mathematical and applied global optimization, MAGO 2014",

note = "conference; 2014-09-01; 2014-09-04 ; Conference date: 01-09-2014 Through 04-09-2014",

}

Lundell, A, Kronqvist, J & Westerlund, T 2014, An extended supporting hyperplane algorithm for convex MINLP problems. i LG Casado, I García & EMT Hendrix (red), Proceedings of the XII global optimization workshop : mathematical and applied global optimization, MAGO 2014. s. 21–24, conference; 2014-09-01; 2014-09-04, 01/09/14. <http://www.hpca.ual.es/~MAGO14/MAGO14-Proceedings.pdf>

An extended supporting hyperplane algorithm for convex MINLP problems. / Lundell, Andreas; Kronqvist, Jan; Westerlund, Tapio.
Proceedings of the XII global optimization workshop : mathematical and applied global optimization, MAGO 2014. red. / LG Casado; I. García; EMT Hendrix. 2014. s. 21–24.

Forskningsoutput: Kapitel i bok/konferenshandling › Publicerad konferensartikel › Vetenskaplig › Peer review

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N2 - 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.

AB - 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.

M3 - Publicerad konferensartikel

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BT - Proceedings of the XII global optimization workshop : mathematical and applied global optimization, MAGO 2014

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