On the generalization of ECP and OA methods to nonsmooth convex MINLP problems

DOI10.1080/02331934.2012.712118zbMath1295.90022OpenAlexW2088836601MaRDI QIDQ5495574

Tapio Westerlund, Ville-Pekka Eronen, Marko M. Mäkelä

Publication date: 5 August 2014

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2012.712118

zbMATH Keywords

nonsmooth optimizationsubgradientextended cutting plane algorithmouter approximation algorithm

Mathematics Subject Classification ID

Convex programming (90C25) Mixed integer programming (90C11) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items (14)

Using projected cutting planes in the extended cutting plane method ⋮ On solving generalized convex MINLP problems using supporting hyperplane techniques ⋮ Generalized Benders Decomposition for one Class of MINLPs with Vector Conic Constraint ⋮ On solving nonsmooth mixed-integer nonlinear programming problems by outer approximation and generalized benders decomposition ⋮ Outer approximation algorithm for one class of convex mixed-integer nonlinear programming problems with partial differentiability ⋮ On the relation between the extended supporting hyperplane algorithm and Kelley's cutting plane algorithm ⋮ Regularized optimization methods for convex MINLP problems ⋮ Outer-approximation algorithms for nonsmooth convex MINLP problems ⋮ The extended supporting hyperplane algorithm for convex mixed-integer nonlinear programming ⋮ Solving mixed-integer nonlinear optimization problems using simultaneous convexification: a case study for gas networks ⋮ Partially distributed outer approximation ⋮ Convex mixed integer nonlinear programming problems and an outer approximation algorithm ⋮ A Bilevel Approach for Identifying the Worst Contingencies for Nonconvex Alternating Current Power Systems ⋮ Outer approximation for mixed-integer nonlinear robust optimization

Cites Work

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• Globally convergent variable metric method for convex nonsmooth unconstrained minimization
• Mirror descent and nonlinear projected subgradient methods for convex optimization.
• Review of nonlinear mixed-integer and disjunctive programming techniques
• The Cutting-Plane Method for Solving Convex Programs
• An Ellipsoid Trust Region Bundle Method for Nonsmooth Convex Minimization
• An outer-approximation algorithm for a class of mixed-integer nonlinear programs
• A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
• An Efficient Method to Solve the Minimax Problem Directly
• Variants to the cutting plane approach for convex nondifferentiable optimization
• Numerical Experience with Lower Bounds for MIQP Branch-And-Bound
• Survey of Bundle Methods for Nonsmooth Optimization
• An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter

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