Extended cutting plane method for a class of nonsmooth nonconvex MINLP problems

DOI10.1080/02331934.2013.796473MaRDI QIDQ4981878zbMATH OpenOpenAlexFDO

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

Publication date 20 March 2015

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2013.796473

zbMATH Keywords

\(\alpha\)ECPextended cutting plane algorithmgeneralized convexitymixed-integer programmingnonsmooth MINLPnonsmooth optimizationpseudoconvex functionsubgradient

Mathematics Subject Classification ID

Nondifferentiability (nondifferentiable functions, points of nondifferentiability), discontinuous derivatives (26A27) Mixed integer programming (90C11) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

• An outer-approximation algorithm for a class of mixed-integer nonlinear programs
• Generalized monotonicity and generalized convexity
• Solving mixed integer nonlinear programs by outer approximation

Cited in

(10)

• On solving generalized convex MINLP problems using supporting hyperplane techniques
• Method for solving generalized convex nonsmooth mixed-integer nonlinear programming problems
• Outer approximation for mixed-integer nonlinear robust optimization
• On the relation between the extended supporting hyperplane algorithm and Kelley's cutting plane algorithm
• On the convergence of cutting plane algorithms for a class of nonconvex mathematical programs
• Variants to the cutting plane approach for convex nondifferentiable optimization
• Using projected cutting planes in the extended cutting plane method
• On the generalization of ECP and OA methods to nonsmooth convex MINLP problems
• Subgradient selector in the generalized cutting plane method with an application to sparse optimization
• Convex mixed integer nonlinear programming problems and an outer approximation algorithm

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