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

DOI10.1080/02331934.2013.796473zbMath1311.90083MaRDI QIDQ4981878

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

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

nonsmooth optimization; generalized convexity; pseudoconvex function; subgradient; mixed-integer programming; extended cutting plane algorithm; \(\alpha\)ECP; nonsmooth MINLP

Mathematics Subject Classification ID

90C11: Mixed integer programming

90C26: Nonconvex programming, global optimization

90C56: Derivative-free methods and methods using generalized derivatives

26A27: Nondifferentiability (nondifferentiable functions, points of nondifferentiability), discontinuous derivatives

Related Items

Using projected cutting planes in the extended cutting plane method, Convex mixed integer nonlinear programming problems and an outer approximation algorithm, 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

Cites Work

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