Partially distributed outer approximation
From MaRDI portal
Publication:2046262
Abstract: This paper presents a novel partially distributed outer approximation algorithm, named PaDOA, for solving a class of structured mixed integer convex programming (MICP) problems to global optimality. The proposed scheme uses an iterative outer approximation method for coupled mixed integer optimization problems with separable convex objective functions, affine coupling constraints, and compact domain. PaDOA proceeds by alternating between solving large-scale structured mixed-integer linear programming problems and partially decoupled mixed-integer nonlinear programming subproblems that comprise much fewer integer variables. We establish conditions under which PaDOA converges to global minimizers after a finite number of iterations and verify these properties with an application to thermostatically controlled loads.
Recommendations
- Outer approximation algorithm for one class of convex mixed-integer nonlinear programming problems with partial differentiability
- A proximal-point outer approximation algorithm
- Convex mixed integer nonlinear programming problems and an outer approximation algorithm
- An outer-approximation algorithm for a class of mixed-integer nonlinear programs
- The decomposition-based outer approximation algorithm for convex mixed-integer nonlinear programming
Cites work
- scientific article; zbMATH DE number 1818892 (Why is no real title available?)
- scientific article; zbMATH DE number 3639144 (Why is no real title available?)
- scientific article; zbMATH DE number 1312992 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- scientific article; zbMATH DE number 3309655 (Why is no real title available?)
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- A polyhedral branch-and-cut approach to global optimization
- Algorithms and Software for Convex Mixed Integer Nonlinear Programs
- An Outer-Inner Approximation for Separable Mixed-Integer Nonlinear Programs
- An algorithmic framework for convex mixed integer nonlinear programs
- An augmented Lagrangian based algorithm for distributed nonconvex optimization
- An improved branch and bound algorithm for mixed integer nonlinear programs
- An outer-approximation algorithm for a class of mixed-integer nonlinear programs
- Application of a Smoothing Technique to Decomposition in Convex Optimization
- Augmented lagrangians in semi-infinite programming
- Branch and Bound Experiments in Convex Nonlinear Integer Programming
- CasADi: a software framework for nonlinear optimization and optimal control
- Convergence of a block coordinate descent method for nondifferentiable minimization
- Convex Analysis
- Coordinate descent algorithms
- Decomposition Principle for Linear Programs
- Decomposition-based inner- and outer-refinement algorithms for global optimization
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Extended formulations in mixed integer conic quadratic programming
- Generalized Benders decomposition
- Generalized Lagrange Multiplier Method for Solving Problems of Optimum Allocation of Resources
- Integrating SQP and branch-and-bound for mixed integer nonlinear programming
- Lift-and-project cuts for convex mixed integer nonlinear programs
- Multi-Tree Decomposition Methods for Large-Scale Mixed Integer Nonlinear Optimization
- On Augmented Lagrangian Methods with General Lower-Level Constraints
- On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
- On the generalization of ECP and OA methods to nonsmooth convex MINLP problems
- Outer approximation algorithms for separable nonconvex mixed-integer nonlinear programs
- Partitioning procedures for solving mixed-variables programming problems
- Polyhedral approaches to mixed integer linear programming
- Polyhedral approximation in mixed-integer convex optimization
- Reformulations for utilizing separability when solving convex MINLP problems
- Solving mixed integer nonlinear programs by outer approximation
- Some NP-complete problems in quadratic and nonlinear programming
- Some Properties of the Augmented Lagrangian in Cone Constrained Optimization
- The decomposition-based outer approximation algorithm for convex mixed-integer nonlinear programming
- Using regularization and second order information in outer approximation for convex MINLP
- extended-MIQCP
Cited in
(2)
This page was built for publication: Partially distributed outer approximation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2046262)
