A Primal Heuristic for Nonsmooth Mixed Integer Nonlinear Optimization

Martin Schmidt (), Marc C. Steinbach () and Bernhard M. Willert ()
Additional contact information
Martin Schmidt: Leibniz Universität Hannover, Institut für Angewandte Mathematik
Marc C. Steinbach: Leibniz Universität Hannover, Institut für Angewandte Mathematik
Bernhard M. Willert: Leibniz Universität Hannover, Institut für Angewandte Mathematik

A chapter in Facets of Combinatorial Optimization, 2013, pp 295-320 from Springer

Abstract: Abstract Complex real-world optimization tasks often lead to mixed-integer nonlinear problems (MINLPs). However, current MINLP algorithms are not always able to solve the resulting large-scale problems. One remedy is to develop problem specific primal heuristics that quickly deliver feasible solutions. This paper presents such a primal heuristic for a certain class of MINLP models. Our approach features a clear distinction between nonsmooth but continuous and genuinely discrete aspects of the model. The former are handled by suitable smoothing techniques; for the latter we employ reformulations using complementarity constraints. The resulting mathematical programs with equilibrium constraints (MPEC) are finally regularized to obtain MINLP-feasible solutions with general purpose NLP solvers.

Keywords: Control Valve; Complementarity Constraint; Penalization Scheme; Mathematical Program With Equilibrium Constraint; Discrete Decision (search for similar items in EconPapers)
Date: 2013
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-38189-8_13

Ordering information: This item can be ordered from
http://www.springer.com/9783642381898

DOI: 10.1007/978-3-642-38189-8_13

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().