An Extended Cutting Plane Method for Solving Convex Minlp Problems
نویسندگان
چکیده
An extended version of Kelley’s cutting plane method is introduced in the present paper. The extended method can be applied for the solution of convex MINLP (mixed-integer non-linear programming) problems, while Kelley’s cutting plane method was originally introduced for the solution of convex NLP (non-linear programming) problems only. The method is suitable for solving large convex MINLP problems with a moderate degree of nonlinearity. The convergence properties of the method are given in the present paper and an example is provided to illustrate the numerical procedure.
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