Integration of polyhedral outer approximation algorithms with MIP solvers through callbacks and lazy constraints

Andreas Lundell, Jan Kronqvist

Forskningsoutput: Kapitel i bok/konferenshandlingKonferensbidragVetenskapligPeer review

1 Citeringar (Scopus)


In this paper, it is explained how algorithms for convex mixed-integer nonlinear programming (MINLP) based on polyhedral outer approximation (P0A) can be integrated with mixed-integer programming (MIP) solvers through callbacks and lazy constraints. Through this integration, a new approach utilizing a single branching tree is obtained which reduces the overhead required when rebuilding the branching tree in the MIP solver due to the continuous addition of linear constraints approximating the nonlinear feasible region of the MINLP problem. The result is an efficient strategy for implementing a POA utilized by the Supporting llyperplane Optimization Toolkit (SHOT) solver.
Titel på värdpublikationProceedings LeGO : 14th International Global Optimization Workshop : Leiden, the Netherlands, 18-21 September 2018
RedaktörerMichael T. M. Emmerich, André H. Deutz, Sander C. Hille, Yaroslav D. Sergeyev
FörlagAmerican Institute of Physics
Antal sidor4
ISBN (tryckt)978-0-7354-1798-4
StatusPublicerad - 2019
MoE-publikationstypA4 Artikel i en konferenspublikation
EvenemangInternational Global Optimization Workshop - LeGO 14th International Global Optimization Workshop
Varaktighet: 18 sep. 201821 sep. 2018


KonferensInternational Global Optimization Workshop

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