| 书目名称 | Relaxation and Decomposition Methods for Mixed Integer Nonlinear Programming |
| 编辑 | Ivo Nowak |
| 视频video | |
| 概述 | Presents the first branch-cut-and-price algorithm for mixed integer nonlinear programming (MINLP).Several new MINLP cuts based on semidefinite programming, interval-gradients and Bezier polynomials ar |
| 丛书名称 | International Series of Numerical Mathematics |
| 图书封面 |  |
| 描述 | Nonlinearoptimizationproblemscontainingbothcontinuousanddiscretevariables are called mixed integer nonlinear programs (MINLP). Such problems arise in many ?elds, such as process industry, engineering design, communications, and ?nance. There is currently a huge gap between MINLP and mixed integer linear programming(MIP) solvertechnology.With a modernstate-of-the-artMIP solver itispossibletosolvemodelswithmillionsofvariablesandconstraints,whereasthe dimensionofsolvableMINLPsisoftenlimitedbyanumberthatissmallerbythree or four orders of magnitude. It is theoretically possible to approximate a general MINLP by a MIP with arbitrary precision. However, good MIP approximations are usually much larger than the original problem. Moreover, the approximation of nonlinear functions by piecewise linear functions can be di?cult and ti- consuming. In this book relaxation and decomposition methods for solving nonconvex structured MINLPs are proposed. In particular, a generic branch-cut-and-price (BCP) framework for MINLP is presented. BCP is the underlying concept in almost all modern MIP solvers. Providing a powerful decomposition framework for both sequential and parallel solvers, it made the su |
| 出版日期 | Book 2005 |
| 关键词 | Branch-and-bound; Branch-cut-and-price; Convex relaxation; Decomposition; Heuristics; Lagrangian relaxati |
| 版次 | 1 |
| doi | https://doi.org/10.1007/3-7643-7374-1 |
| isbn_ebook | 978-3-7643-7374-0Series ISSN 0373-3149 Series E-ISSN 2296-6072 |
| issn_series | 0373-3149 |
| copyright | Birkhäuser Basel 2005 |
发表于 2025-3-21 17:59:39
