GAMS/AlphaECP is a MINLP (Mixed-Integer Non-Linear Programming) solver based on the extended cutting plane (ECP) method. The solver can be applied to general MINLP problems and global optimal solutions can be ensured for pseudo-convex MINLP problems. The ECP method is an extension of Kelley’s cutting plane method which was originally given for convex NLP problems (Kelley, 1960). The method requires only the solution of a MIP sub problem in each iteration. The MIP sub problems may be solved to optimality, but can also be solved to feasibility or only to an integer relaxed solution in intermediate iterations. This makes the ECP algorithm efficient and easy to implement. Futher information about the underlying algorithm can be found in Westerlund T. and Pörn R. (2002). Solving Pseudo-Convex Mixed Integer Optimization Problems by Cutting Plane Techniques. Optimization and Engineering, 3. 253-280.
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References in zbMATH (referenced in 45 articles )
Showing results 41 to 45 of 45.
- Still, Claus; Westerlund, Tapio: A sequential cutting plane algorithm for solving convex NLP problems (2006)
- Still, Claus; Westerlund, Tapio: Solving convex MINLP optimization problems using a sequential cutting plane algorithm (2006)
- Nowak, Ivo: Relaxation and decomposition methods for mixed integer nonlinear programming. (2005)
- Liberti, Leo: Reformulation and convex relaxation techniques for global optimization (2004)
- Westerlund, Tapio; Pörn, Ray: Solving pseudo-convex mixed integer optimization problems by cutting plane techniques (2002)