Using regularization and second order information in outer approximation for convex MINLP

DOI10.1007/s10107-018-1356-3zbMath1461.65168OpenAlexW2904818131WikidataQ128724148 ScholiaQ128724148MaRDI QIDQ2297649

David E. Bernal, Ignacio E. Grossmann, Jan Kronqvist

Publication date: 20 February 2020

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-018-1356-3

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Mixed integer programming (90C11) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Related Items

Polyhedral approximation strategies for nonconvex mixed-integer nonlinear programming in SHOT ⋮ A disjunctive cut strengthening technique for convex MINLP ⋮ The supporting hyperplane optimization toolkit for convex MINLP ⋮ Two linear approximation algorithms for convex mixed integer nonlinear programming ⋮ Sparse convex optimization toolkit: a mixed-integer framework ⋮ Daily scheduling of generating units with natural-gas market constraints ⋮ Distributed primal outer approximation algorithm for sparse convex programming with separable structures ⋮ An outer-approximation algorithm for maximum-entropy sampling ⋮ A proximal-point outer approximation algorithm ⋮ Partially distributed outer approximation ⋮ Alternative regularizations for outer-approximation algorithms for convex MINLP ⋮ Outer approximation for mixed-integer nonlinear robust optimization

Uses Software

• CPLEX
• Gurobi
• Bonmin
• Ipopt
• DICOPT
• AlphaECP
• MINLPLib
• OPTI
• SHOT

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