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AN OUTER APPROXIMATION METHOD FOR A CLASS OF MINIMAX CONVEX MINLP PROBLEMS

文献类型：期刊论文

作者Chen, Liang2,3; Dai, Yu-Hong2,3; Wei, Zhou1
刊名JOURNAL OF NONLINEAR AND CONVEX ANALYSIS
出版日期2019
卷号20期号:3页码:379-393
关键词Minimax convex problem MINLP outer approximation subgradient master program
ISSN号1345-4773
英文摘要In this paper, we mainly study a class of mixed-integer nonlinear program (MINLP) problems whose objective and constraint functions are the maximum of finite convex smooth functions. Such problems refer to the combination of two areas of MINLP and nonsmooth optimization. For solving these minimax convex MINLP problems, we consider an outer approximation method and use KKT optimality conditions and subgradients to reformulate MINLP as an equivalent mixed-integer linear program (MILP). Then we construct an outer approximation algorithm for solving a sequence of relaxed MILP problems so as to find the optimal solution of MINLP. The algorithm is proved to terminate after a finite number of steps. To illustrate the feasibility of the outer approximation method for such problems, several minimax convex MINLP examples are provided and calculated by this algorithm. All computational tests are implemented by MILP solvers of Matlab and BARON.
资助项目Chinese Natural Science Foundation[11631013] ; Chinese Natural Science Foundation[71331001] ; Chinese Natural Science Foundation[11331012] ; Chinese Natural Science Foundation[11826204] ; National 973 Program of China[2015CB856002] ; National Natural Science Foundations of China[11826206] ; National Natural Science Foundations of China[11771384] ; Natural Science Foundation of Yunnan Province of China[2018FB004] ; Scientific Research Foundation of Yunnan University[2018YDJQ010] ; Yunnan Provincial Science and Technology Department[2018FY001(-014)] ; IRTSTYN ; Yunnan University[2018FY001(-014)]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000467670700002
出版者YOKOHAMA PUBL
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/34759]  
专题计算数学与科学工程计算研究所
通讯作者Wei, Zhou
作者单位1.Yunnan Univ, Dept Math, Kunming 650091, Yunnan, Peoples R China
2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714		 Chen, Liang,Dai, Yu-Hong,Wei, Zhou. AN OUTER APPROXIMATION METHOD FOR A CLASS OF MINIMAX CONVEX MINLP PROBLEMS[J]. JOURNAL OF NONLINEAR AND CONVEX ANALYSIS,2019,20(3):379-393.
APA Chen, Liang,Dai, Yu-Hong,&Wei, Zhou.(2019).AN OUTER APPROXIMATION METHOD FOR A CLASS OF MINIMAX CONVEX MINLP PROBLEMS.JOURNAL OF NONLINEAR AND CONVEX ANALYSIS,20(3),379-393.
MLA Chen, Liang,et al."AN OUTER APPROXIMATION METHOD FOR A CLASS OF MINIMAX CONVEX MINLP PROBLEMS".JOURNAL OF NONLINEAR AND CONVEX ANALYSIS 20.3(2019):379-393.

入库方式： OAI收割

来源：数学与系统科学研究院

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