An outer-approximation algorithm for a class of mixed-integer nonlinear programs
نویسندگان
چکیده
منابع مشابه
Solving mixed integer nonlinear programs by outer approximation
A wide range of optimization problems arising from engineering applications can be formulated as Mixed Integer NonLinear Programmming problems (MINLPs). Duran and Grossmann (1986) suggest an outer approximation scheme for solving a class of MINLPs that are linear in the integer variables by a nite sequence of relaxed MILP master programs and NLP subproblems. Their idea is generalized by treatin...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 1987
ISSN: 0025-5610,1436-4646
DOI: 10.1007/bf02592081