KMS Of Academy of mathematics and systems sciences, CAS
AN OUTER APPROXIMATION METHOD FOR A CLASS OF MINIMAX CONVEX MINLP PROBLEMS | |
Chen, Liang1,2; Dai, Yu-Hong1,2; Wei, Zhou3 | |
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. |
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