A global-optimization algorithm for mixed-integer nonlinear programs having separable non-convexity

Claudia D'Ambrosio; Jon Lee; Andreas Wächter

doi:10.1007/978-3-642-04128-0_10

A global-optimization algorithm for mixed-integer nonlinear programs having separable non-convexity

Claudia D'Ambrosio^*, Jon Lee, Andreas Wächter

^*Corresponding author for this work

Industrial Engineering and Management Sciences

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

6 Scopus citations

Abstract

We present a global optimization algorithm for MINLPs (mixed-integer nonlinear programs) where any non-convexity is manifested as sums of non-convex univariate functions. The algorithm is implemented at the level of a modeling language, and we have had substantial success in our preliminary computational experiments.

Original language	English (US)
Title of host publication	Algorithms - ESA 2009 - 17th Annual European Symposium, Proceedings
Pages	107-118
Number of pages	12
DOIs	https://doi.org/10.1007/978-3-642-04128-0_10
State	Published - Nov 2 2009
Event	17th Annual European Symposium on Algorithms, ESA 2009 - Copenhagen, Denmark Duration: Sep 7 2009 → Sep 9 2009

Publication series

Name	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume	5757 LNCS
ISSN (Print)	0302-9743
ISSN (Electronic)	1611-3349

Other

Other	17th Annual European Symposium on Algorithms, ESA 2009
Country	Denmark
City	Copenhagen
Period	9/7/09 → 9/9/09

ASJC Scopus subject areas

Theoretical Computer Science
Computer Science(all)

Access to Document

10.1007/978-3-642-04128-0_10

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D'Ambrosio, C., Lee, J., & Wächter, A. (2009). A global-optimization algorithm for mixed-integer nonlinear programs having separable non-convexity. In Algorithms - ESA 2009 - 17th Annual European Symposium, Proceedings (pp. 107-118). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 5757 LNCS). https://doi.org/10.1007/978-3-642-04128-0_10

D'Ambrosio, Claudia ; Lee, Jon ; Wächter, Andreas. / A global-optimization algorithm for mixed-integer nonlinear programs having separable non-convexity. Algorithms - ESA 2009 - 17th Annual European Symposium, Proceedings. 2009. pp. 107-118 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).

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D'Ambrosio, C, Lee, J & Wächter, A 2009, A global-optimization algorithm for mixed-integer nonlinear programs having separable non-convexity. in Algorithms - ESA 2009 - 17th Annual European Symposium, Proceedings. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 5757 LNCS, pp. 107-118, 17th Annual European Symposium on Algorithms, ESA 2009, Copenhagen, Denmark, 9/7/09. https://doi.org/10.1007/978-3-642-04128-0_10

A global-optimization algorithm for mixed-integer nonlinear programs having separable non-convexity. / D'Ambrosio, Claudia; Lee, Jon; Wächter, Andreas.

Algorithms - ESA 2009 - 17th Annual European Symposium, Proceedings. 2009. p. 107-118 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 5757 LNCS).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

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D'Ambrosio C, Lee J, Wächter A. A global-optimization algorithm for mixed-integer nonlinear programs having separable non-convexity. In Algorithms - ESA 2009 - 17th Annual European Symposium, Proceedings. 2009. p. 107-118. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). https://doi.org/10.1007/978-3-642-04128-0_10