A Lagrangean based branch-and-cut algorithm for global optimization of nonconvex mixed-integer nonlinear programs with decomposable structures

@article{Karuppiah2008ALB,
  title={A Lagrangean based branch-and-cut algorithm for global optimization of nonconvex mixed-integer nonlinear programs with decomposable structures},
  author={Ramkumar Karuppiah and Ignacio E. Grossmann},
  journal={J. Global Optimization},
  year={2008},
  volume={41},
  pages={163-186}
}
In this work we present a global optimization algorithm for solving a class of large-scale nonconvex optimization models that have a decomposable structure. Such models are frequently encountered in two-stage stochastic programming problems, engineering design, and also in planning and scheduling. A generic formulation and reformulation of the decomposable models is given. We propose a specialized deterministic branch-and-cut algorithm to solve these models to global optimality, wherein bounds… CONTINUE READING

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GAMS: A User’s Guide, Release 2.50

  • A. Brooke, D. Kendrick, A Meeraus, R. Raman
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