Nonconvex sensitivity-based generalized Benders decomposition

DOI10.1007/S10898-022-01254-9MaRDI QIDQ6102174zbMATH OpenFDO

Authors Jia-Jiang Lin, Feng Xu, Xionglin Luo

Publication date 8 May 2023

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10898-022-01254-9

zbMATH Keywords

Benders decompositionnonconvex programmingoptimality conditionssensitivity analysisseparable pseudoconvexity

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Optimality conditions and duality in mathematical programming (90C46)

Recommendations

• The application of generalized Benders decomposition to certain nonconcave programs
• Nonconvex generalized Benders decomposition for stochastic separable mixed-integer nonlinear programs
• Extension of the generalized benders' decomposition
• Convexification and decomposition of separable nonconvex optimization problems
• Non-convex nested Benders decomposition

Cites work

• A generalized Benders decomposition-based branch and cut algorithm for two-stage stochastic programs with nonconvex constraints and mixed-binary first and second stage variables
• A joint decomposition method for global optimization of multiscenario nonconvex mixed-integer nonlinear programs
• A one-layer recurrent neural network for nonsmooth pseudoconvex optimization with quasiconvex inequality and affine equality constraints
• Accelerating the Benders decomposition method: application to stochastic network design problems
• An `economics proof' of the supporting hyperplane theorem.
• An outer-approximation algorithm for a class of mixed-integer nonlinear programs
• Convergence of a weighted barrier decomposition algorithm for two-stage stochastic programming with discrete support
• Generalized Benders decomposition
• Hybrid parametric minimum principle
• Multivariate Hermite interpolation by algebraic polynomials: A survey
• Nonconvex generalized Benders decomposition for stochastic separable mixed-integer nonlinear programs
• Outer approximation algorithm for one class of convex mixed-integer nonlinear programming problems with partial differentiability
• Self-concordance and decomposition-based interior point methods for the two-stage stochastic convex optimization problem
• Solving mixed integer nonlinear programs by outer approximation
• The Cutting-Plane Method for Solving Convex Programs
• The influence of elasticity on analysis: Modern developments

Cited in

(1)

• The application of generalized Benders decomposition to certain nonconcave programs

This page was built for publication: Nonconvex sensitivity-based generalized Benders decomposition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6102174)