An extended supporting hyperplane algorithm for convex MINLP problems

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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.
OriginalspråkOdefinierat/okänt
Titel på gästpublikationProceedings of the XII global optimization workshop : mathematical and applied global optimization, MAGO 2014
RedaktörerLG Casado, I. García, EMT Hendrix
Sidor21–24
StatusPublicerad - 2014
MoE-publikationstypA4 Artikel i en konferenspublikation
Evenemangconference; 2014-09-01; 2014-09-04 - Málaga, Spain
Varaktighet: 1 sep 20144 sep 2014

Konferens

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

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