Outer Approximation Algorithm for One Class of Convex Mixed-Integer Nonlinear Programming Problems with Partial Differentiability

Zhou Wei () and M. Montaz Ali ()
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Zhou Wei: Yunnan University
M. Montaz Ali: University of the Witwatersrand, Wits

Journal of Optimization Theory and Applications, 2015, vol. 167, issue 2, No 11, 644-652

Abstract: Abstract In this paper, we mainly study one convex mixed-integer nonlinear programming problem with partial differentiability and establish one outer approximation algorithm for solving this problem. With the help of subgradients, we use the outer approximation method to reformulate this convex problem as one equivalent mixed-integer linear program and construct an algorithm for finding optimal solutions. The result on finite steps convergence of the algorithm is also presented.

Keywords: MINLP; Outer approximation; Subgradient; Nonlinear program; 90C11; 90C25; 90C30 (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10957-015-0715-y

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