Solving Pseudo-Convex Mixed Integer Optimization Problems by Cutting Plane Techniques |
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Authors: | Westerlund Tapio Pörn Ray |
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Affiliation: | (1) Process Design Laboratory, Åbo Akademi University, Biskopsgatan 8, FIN-20500 Åbo, Finland;(2) Swedish Polytechnic, Technology and Communication, Wollfskavägen 33, FIN-65200 Vasa, Finland |
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Abstract: | In the present paper a cutting plane approach to solve mixed-integer non-linear programming (MINLP) problems, containing pseudo-convex functions, is given. It is shown how valid cutting planes for pseudo convex functions can be obtained and, furthermore, it is shown how a class of non-convex MINLP problems with a pseudo-convex objective function and pseudo-convex constraints, can be solved to global optimality with the considered cutting plane technique. Finally the numerical efficiency of the procedure, when solving some example problems, is illustrated. |
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Keywords: | optimization mixed-integer non-linear programming integer non-linear programming quasiconvex functions pseudo-convex functions non-convex MINLP problems extended cutting plane method |
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