Inexact solution of NLP subproblems in MINLP

Detalhes bibliográficos
Autor(a) principal: Li, Min
Data de Publicação: 2013
Outros Autores: Vicente, Luís Nunes
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10316/45710
https://doi.org/10.1007/s10898-012-0010-5
Resumo: In the context of convex mixed integer nonlinear programming (MINLP), we investigate how the outer approximation method and the generalized Benders decomposition method are affected when the respective nonlinear programming (NLP) subproblems are solved inexactly. We show that the cuts in the corresponding master problems can be changed to incorporate the inexact residuals, still rendering equivalence and finiteness in the limit case. Some numerical results will be presented to illustrate the behavior of the methods under NLP subproblem inexactness.
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spelling Inexact solution of NLP subproblems in MINLPIn the context of convex mixed integer nonlinear programming (MINLP), we investigate how the outer approximation method and the generalized Benders decomposition method are affected when the respective nonlinear programming (NLP) subproblems are solved inexactly. We show that the cuts in the corresponding master problems can be changed to incorporate the inexact residuals, still rendering equivalence and finiteness in the limit case. Some numerical results will be presented to illustrate the behavior of the methods under NLP subproblem inexactness.Springer US2013info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlehttp://hdl.handle.net/10316/45710http://hdl.handle.net/10316/45710https://doi.org/10.1007/s10898-012-0010-5enghttps://doi.org/10.1007/s10898-012-0010-5Li, MinVicente, Luís Nunesinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2020-05-25T12:12:06Zoai:estudogeral.uc.pt:10316/45710Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T20:53:25.760548Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Inexact solution of NLP subproblems in MINLP
title Inexact solution of NLP subproblems in MINLP
spellingShingle Inexact solution of NLP subproblems in MINLP
Li, Min
title_short Inexact solution of NLP subproblems in MINLP
title_full Inexact solution of NLP subproblems in MINLP
title_fullStr Inexact solution of NLP subproblems in MINLP
title_full_unstemmed Inexact solution of NLP subproblems in MINLP
title_sort Inexact solution of NLP subproblems in MINLP
author Li, Min
author_facet Li, Min
Vicente, Luís Nunes
author_role author
author2 Vicente, Luís Nunes
author2_role author
dc.contributor.author.fl_str_mv Li, Min
Vicente, Luís Nunes
description In the context of convex mixed integer nonlinear programming (MINLP), we investigate how the outer approximation method and the generalized Benders decomposition method are affected when the respective nonlinear programming (NLP) subproblems are solved inexactly. We show that the cuts in the corresponding master problems can be changed to incorporate the inexact residuals, still rendering equivalence and finiteness in the limit case. Some numerical results will be presented to illustrate the behavior of the methods under NLP subproblem inexactness.
publishDate 2013
dc.date.none.fl_str_mv 2013
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status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10316/45710
http://hdl.handle.net/10316/45710
https://doi.org/10.1007/s10898-012-0010-5
url http://hdl.handle.net/10316/45710
https://doi.org/10.1007/s10898-012-0010-5
dc.language.iso.fl_str_mv eng
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dc.publisher.none.fl_str_mv Springer US
publisher.none.fl_str_mv Springer US
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