A New Sequential Cutting Plane Algorithm for Solving Mixed Integer Nonlinear Programming Problems
نویسنده
چکیده
This paper presents a new algorithm for solving mixed integer nonlinear programming problems. The algorithm uses a branch and bound strategy where a nonlinear programming problem is solved in each integer node of the tree. The nonlinear programming problems, at each integer node of the tree, are not solved to optimality, rather one iteration step is taken at each node and then linearizations of the nonlinear constraints are added as cuts to the problem. A Sequential Cutting Plane (SCP) algorithm is used for solving the nonlinear programming problems by solving a sequence of linear programming problems. We present numerical results for the algorithm on a set of block layout problems indicating that the described algorithm is a competitive alternative to other existing algorithms for these types of problems.
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