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Modified Extended Cutting Plane Algorithm for Mixed Integer Nonlinear Programming

  • Wendel MeloEmail author
  • Marcia Fampa
  • Fernanda Raupp
Conference paper
Part of the Advances in Intelligent Systems and Computing book series (AISC, volume 991)

Abstract

In this work, we propose a modification on the Extended Cutting Plane algorithm (ECP) that solves convex mixed integer nonlinear programming problems. Our approach, called Modified Extended Cutting Plane (MECP), is inspired on the strategy of updating the set of linearization points in the Outer Approximation algorithm (OA). Computational results over a set of 343 test instances show the effectiveness of the proposed method MECP, which outperforms ECP and is competitive to OA.

Keywords

Mixed integer nonlinear programming Extended cutting plane Outer approximation 

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Copyright information

© Springer Nature Switzerland AG 2020

Authors and Affiliations

  1. 1.College of Computer ScienceFederal University of UberlandiaUberlândiaBrazil
  2. 2.Institute of Mathematics and COPPEFederal University of Rio de JaneiroJaneiroBrazil
  3. 3.National Laboratory for Scientific Computing (LNCC) of the Ministry of ScienceTechnology and InnovationPetrópolisBrazil

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