Alternating direction method of multipliers as a simple effective heuristic for mixed-integer nonlinear optimization
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In this paper we propose to utilize a variation of the alternating direction method of multipliers (ADMM) as a simple heuristic for mixed-integer nonlinear optimization problems in structural optimization. Numerical experiments suggest that using multiple restarts of ADMM with random initial points often yields a reasonable solution with small computational cost.
KeywordsMixed-integer nonlinear optimization Nonconvex optimization Heuristic Alternating direction method of multipliers
The work of the first author is partially supported by JSPS KAKENHI 17K06633.
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