Outer Approximation Algorithm for One Class of Convex Mixed-Integer Nonlinear Programming Problems with Partial Differentiability
In this paper, we mainly study one convex mixed-integer nonlinear programming problem with partial differentiability and establish one outer approximation algorithm for solving this problem. With the help of subgradients, we use the outer approximation method to reformulate this convex problem as on...
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Veröffentlicht in: | Journal of optimization theory and applications 2015-11, Vol.167 (2), p.644-652 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | In this paper, we mainly study one convex mixed-integer nonlinear programming problem with partial differentiability and establish one outer approximation algorithm for solving this problem. With the help of subgradients, we use the outer approximation method to reformulate this convex problem as one equivalent mixed-integer linear program and construct an algorithm for finding optimal solutions. The result on finite steps convergence of the algorithm is also presented. |
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ISSN: | 0022-3239 1573-2878 |
DOI: | 10.1007/s10957-015-0715-y |