An Outer-Inner Approximation for Separable Mixed-Integer Nonlinear Programs
نویسندگان
چکیده
منابع مشابه
Solving mixed integer nonlinear programs by outer approximation
A wide range of optimization problems arising from engineering applications can be formulated as Mixed Integer NonLinear Programmming problems (MINLPs). Duran and Grossmann (1986) suggest an outer approximation scheme for solving a class of MINLPs that are linear in the integer variables by a nite sequence of relaxed MILP master programs and NLP subproblems. Their idea is generalized by treatin...
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Interior-point methods for nonlinear programming have been demonstrated to be quite efficient, especially for large scale problems, and, as such, they are ideal candidates for solving the nonlinear subproblems that arise in the solution of mixed-integer nonlinear programming problems via outer approximation. However, traditionally, infeasible primal-dual interior-point methods have had two main...
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ژورنال
عنوان ژورنال: INFORMS Journal on Computing
سال: 2014
ISSN: 1091-9856,1526-5528
DOI: 10.1287/ijoc.1120.0545