Relaxation and Decomposition Methods for Mixed Integer Nonlinear Programming

  • Ivo Nowak

Part of the International Series of Numerical Mathematics book series (ISNM, volume 152)

Table of contents

  1. Front Matter
    Pages i-xvi
  2. Basic Concepts

  3. Algorithms

  4. Back Matter
    Pages 187-213

About this book

Introduction

This book presents a comprehensive description of theory, algorithms and software for solving nonconvex mixed integer nonlinear programs (MINLP). The main focus is on deterministic global optimization methods, which play a very important role in integer linear programming, and are used only recently in MINLP.

The presented material consists of two parts. The first part describes basic optimization tools, such as block-separable reformulations, convex and Lagrangian relaxations, decomposition methods and global optimality criteria. Some of these results are presented here for the first time.

The second part is devoted to algorithms. Starting with a short overview on existing methods, deformation, rounding, partitioning and Lagrangian heuristics, and a branch-cut-and-price algorithm are presented. The algorithms are implemented as part of an object-oriented library, called LaGO. Numerical results on several mixed integer nonlinear programs are reported to show abilities and limits of the proposed solution methods.

The book contains many illustrations and an up-to-date bibliography. Because of the emphasis on practical methods, as well as the introduction into the basic theory, it is accessible to a wide audience and can be used both as a research as well as a graduate text.

Keywords

Branch-and-bound Branch-cut-and-price Convex relaxation Decomposition Heuristics Lagrangian relaxation Nonconvex programming Nonlinear programming Semidefinite relaxation algorithm algorithms linear optimization nonlinear optimization optimization programming

Authors and affiliations

  • Ivo Nowak
    • 1
  1. 1.Berlin

Bibliographic information

  • DOI https://doi.org/10.1007/3-7643-7374-1
  • Copyright Information Birkhäuser Verlag 2005
  • Publisher Name Birkhäuser Basel
  • eBook Packages Computer Science
  • Print ISBN 978-3-7643-7238-5
  • Online ISBN 978-3-7643-7374-0
  • About this book
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