AN OUTER APPROXIMATION METHOD FOR A CLASS OF MINIMAX CONVEX MINLP PROBLEMS

	AN OUTER APPROXIMATION METHOD FOR A CLASS OF MINIMAX CONVEX MINLP PROBLEMS
	Chen, Liang 1,2; Dai, Yu-Hong1,2 ; Wei, Zhou 3
	2019
发表期刊	JOURNAL OF NONLINEAR AND CONVEX ANALYSIS
ISSN	1345-4773
卷号	20 期号:3 页码:379-393
摘要	In this paper, we mainly study a class of mixed-integer nonlinear program (MINLP) problems whose objective and constraint functions are the maximum of finite convex smooth functions. Such problems refer to the combination of two areas of MINLP and nonsmooth optimization. For solving these minimax convex MINLP problems, we consider an outer approximation method and use KKT optimality conditions and subgradients to reformulate MINLP as an equivalent mixed-integer linear program (MILP). Then we construct an outer approximation algorithm for solving a sequence of relaxed MILP problems so as to find the optimal solution of MINLP. The algorithm is proved to terminate after a finite number of steps. To illustrate the feasibility of the outer approximation method for such problems, several minimax convex MINLP examples are provided and calculated by this algorithm. All computational tests are implemented by MILP solvers of Matlab and BARON.
关键词	Minimax convex problem MINLP outer approximation subgradient master program
语种	英语
资助项目	Chinese Natural Science Foundation[11631013] ; Chinese Natural Science Foundation[71331001] ; Chinese Natural Science Foundation[11331012] ; Chinese Natural Science Foundation[11826204] ; National 973 Program of China[2015CB856002] ; National Natural Science Foundations of China[11826206] ; National Natural Science Foundations of China[11771384] ; Natural Science Foundation of Yunnan Province of China[2018FB004] ; Scientific Research Foundation of Yunnan University[2018YDJQ010] ; Yunnan Provincial Science and Technology Department[2018FY001(-014)] ; IRTSTYN ; Yunnan University[2018FY001(-014)]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000467670700002
出版者	YOKOHAMA PUBL
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/34760
专题	计算数学与科学工程计算研究所
通讯作者	Wei, Zhou
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 3.Yunnan Univ, Dept Math, Kunming 650091, Yunnan, Peoples R China
推荐引用方式 GB/T 7714	Chen, Liang,Dai, Yu-Hong,Wei, Zhou. AN OUTER APPROXIMATION METHOD FOR A CLASS OF MINIMAX CONVEX MINLP PROBLEMS[J]. JOURNAL OF NONLINEAR AND CONVEX ANALYSIS,2019,20(3):379-393.
APA	Chen, Liang,Dai, Yu-Hong,&Wei, Zhou.(2019).AN OUTER APPROXIMATION METHOD FOR A CLASS OF MINIMAX CONVEX MINLP PROBLEMS.JOURNAL OF NONLINEAR AND CONVEX ANALYSIS,20(3),379-393.
MLA	Chen, Liang,et al."AN OUTER APPROXIMATION METHOD FOR A CLASS OF MINIMAX CONVEX MINLP PROBLEMS".JOURNAL OF NONLINEAR AND CONVEX ANALYSIS 20.3(2019):379-393.