On mixed integer nonsmooth optimization

Ville-Pekka Eronen; Tapio Westerlund; Marko M. Mäkelä

doi:10.1007/978-3-030-34910-3_16

On mixed integer nonsmooth optimization

Ville-Pekka Eronen, Tapio Westerlund, Marko M. Mäkelä

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

52 Nedladdningar (Pure)

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In this chapter we review some deterministic solution methods for convex mixed integer nonsmooth optimization problems. The methods are branch and bound, outer approximation, extended cutting plane, extended supporting hyperplane and extended level bundle method. Nonsmoothness is taken into account by using Clarke subgradients as a substitute for the classical gradient. Ideas for convergence proofs are given as well as references where the details can be found. We also consider how some algorithms can be modified in order to solve nonconvex problems including f∘-pseudoconvex functions or even f∘-quasiconvex constraints.

Originalspråk	Engelska
Titel på värdpublikation	Numerical Nonsmooth Optimization
Undertitel på värdpublikation	State of the Art Algorithms
Redaktörer	Adil M. Bagirov, Manlio Gaudioso, Napsu Karmitsa, Marko M. Mäkelä, Sona Taheri
Förlag	Springer, Cham
Sidor	549–578
Antal sidor	30
ISBN (elektroniskt)	978-3-030-34910-3
ISBN (tryckt)	978-3-030-34909-7
DOI	https://doi.org/10.1007/978-3-030-34910-3_16
Status	Publicerad - 2020
MoE-publikationstyp	A3 Del av bok eller annan forskningsbok

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10.1007/978-3-030-34910-3_16

2020-ChapterMINSO_EWMfinal-VPE-TW-MMMAccepterat manuskript från författare, 202 KBLicens: Publisher rights policy

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On mixed integer nonsmooth optimization. / Eronen, Ville-Pekka; Westerlund, Tapio; Mäkelä, Marko M.
Numerical Nonsmooth Optimization: State of the Art Algorithms. red. / Adil M. Bagirov; Manlio Gaudioso; Napsu Karmitsa; Marko M. Mäkelä; Sona Taheri. Springer, Cham, 2020. s. 549–578.

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

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On mixed integer nonsmooth optimization

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