Outer approximation algorithm for nondifferentiable optimization problems

1984 ◽  
Vol 42 (1) ◽  
pp. 19-30 ◽  
Author(s):  
D. Q. Mayne ◽  
E. Polak
Keyword(s):  
Approximation Algorithm ◽  
Nondifferentiable Optimization ◽  
Optimization Problems ◽  
Outer Approximation ◽  
Outer Approximation Algorithm

scholarly journals Partially distributed outer approximation

2021 ◽  
Author(s):  
Alexander Murray ◽  
Timm Faulwasser ◽  
Veit Hagenmeyer ◽  
Mario E. Villanueva ◽  
Boris Houska
Keyword(s):  
Large Scale ◽  
Optimization Problems ◽  
Outer Approximation ◽  
Mixed Integer ◽  
Global Optimality ◽  
Integer Optimization ◽  
Global Minimizers ◽  
Outer Approximation Method ◽  
Coupling Constraints ◽  
Outer Approximation Algorithm

AbstractThis paper presents a novel partially distributed outer approximation algorithm, named PaDOA, for solving a class of structured mixed integer convex programming problems to global optimality. The proposed scheme uses an iterative outer approximation method for coupled mixed integer optimization problems with separable convex objective functions, affine coupling constraints, and compact domain. PaDOA proceeds by alternating between solving large-scale structured mixed-integer linear programming problems and partially decoupled mixed-integer nonlinear programming subproblems that comprise much fewer integer variables. We establish conditions under which PaDOA converges to global minimizers after a finite number of iterations and verify these properties with an application to thermostatically controlled loads and to mixed-integer regression.

scholarly journals A proximal-point outer approximation algorithm

2020 ◽  
Vol 77 (3) ◽  
pp. 755-777
Author(s):  
Massimo De Mauri ◽  
Joris Gillis ◽  
Jan Swevers ◽  
Goele Pipeleers
Keyword(s):  
Approximation Algorithm ◽  
Outer Approximation ◽  
Proximal Point ◽  
Outer Approximation Algorithm
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