Mixed integer programming with a class of nonlinear convex constraints
نویسندگان
چکیده
منابع مشابه
Mixed integer programming with a class of nonlinear convex constraints
We study solution approaches to a class of mixed-integer nonlinear programming problems that arise from recent developments in risk-averse stochastic optimization and contain second-order and p-order cone programming as special cases. We explore possible applications of some of the solution techniques that have been successfully used in mixed-integer conic programming and show how they can be g...
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A wide range of problems arising in practical applications can be formulated as Mixed-Integer Nonlinear Programs (MINLPs). For the case in which the objective and constraint functions are convex, some quite effective exact and heuristic algorithms are available. When nonconvexities are present, however, things become much more difficult, since then even the continuous relaxation is a global opt...
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Recently, the area of Mixed Integer Nonlinear Programming (MINLP) has experienced tremendous growth and a flourish of research activity. In this article we will give a brief overview of past developments in the MINLP arena and discuss some of the future work that can foster the development of MINLP in general and, in particular, robust solver technology for the practical solution of problems.
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ژورنال
عنوان ژورنال: Discrete Optimization
سال: 2017
ISSN: 1572-5286
DOI: 10.1016/j.disopt.2016.07.002