Solving mixed integer nonlinear programs by outer approximation

  title={Solving mixed integer nonlinear programs by outer approximation},
  author={Roger Fletcher and Sven Leyffer},
  journal={Mathematical Programming},
A wide range of optimization problems arising from engineering applications can be formulated as Mixed Integer NonLinear Programming problems (MINLPs). Duran and Grossmann (1986) suggest an outer approximation scheme for solving a class of MINLPs that are linear in the integer variables by a finite sequence of relaxed MILP master programs and NLP subproblems.Their idea is generalized by treating nonlinearities in the integer variables directly, which allows a much wider class of problem to be… 

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