Convex mixed integer nonlinear programming problems and an outer approximation algorithm

In this paper, we mainly study one class of convex mixed-integer nonlinear programming problems (MINLPs) with non-differentiable data. By dropping the differentiability assumption, we substitute gradients with subgradients obtained from KKT conditions, and use the outer approximation method to refor...

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Bibliographic Details
Published in:arXiv.org
Main Authors: Zhou, Wei, Ali, M Montaz
Format: Paper
Language:English
Published: Ithaca Cornell University Library, arXiv.org 23.02.2015
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ISSN:2331-8422
Online Access:Get full text
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