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An outer-inner approximation for separable minlps.
| Content Provider | CiteSeerX |
|---|---|
| Author | Hijazi, Hassan Bonami, Pierre Ouorou, Adam |
| Abstract | A common structure in convex mixed-integer nonlinear programs is additively separable nonlinear functions consisting of a sum of univariate functions. In the presence of such structures, we propose three improvements to the classical Outer Approximation algorithms that exploit separability. The first improvement is a simple extended formulation. The second a refined outer approximation. Finally, the third one is an Inner Approximation of the feasible region which approximates each univariate functions from the interior and can be used to find feasible solutions by solving mixed-integer linear programs. These methods have been implemented in the open source solver Bonmin and are available for download from the COIN-OR project website. We test the effectiveness of the approach on three applications. |
| File Format | |
| Access Restriction | Open |
| Subject Keyword | Separable Minlps Outer-inner Approximation Univariate Function Simple Extended Formulation Convex Mixed-integer Nonlinear Program Exploit Separability Open Source Solver Bonmin Classical Outer Approximation Separable Nonlinear Function Common Structure Feasible Region Coin-or Project Website First Improvement Feasible Solution Refined Outer Approximation Mixed-integer Linear Program Inner Approximation |
| Content Type | Text |
