Non-convex nested Benders decomposition

We propose a new decomposition method to solve multistage non-convex mixed-integer (stochastic) nonlinear programming problems (MINLPs). We call this algorithm non-convex nested Benders decomposition (NC-NBD). NC-NBD is based on solving dynamically improved mixed-integer linear outer approximations...

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Bibliographic Details
Published in:	Mathematical programming Vol. 196; no. 1-2; pp. 987 - 1024
Main Authors:	Füllner, Christian, Rebennack, Steffen
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.11.2022 Springer Springer Nature B.V
Subjects:	Algorithms Approximation Benders decomposition Calculus of Variations and Optimal Control; Optimization Combinatorics Full Length Paper Mathematical and Computational Physics Mathematical Methods in Physics Mathematics Mathematics and Statistics Mathematics of Computing Mixed integer Nonlinear programming Numerical Analysis Optimization Regularization Theoretical Unit commitment Mixed-integer nonlinear programming (MINLP) Global optimization Non-convexities 90C11 Nested Benders decomposition 90C26 49M27 Non-convex value functions
ISSN:	0025-5610, 1436-4646
Online Access:	Get full text
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