Summary
A brief report is presented on recent developments in outer cut methods for solving certain classes of constrained global optimization problems. First, two theorems are stated each of which is helpful to assert convergence of a basic concept. Nonlinear cuts and unbounded feasible sets are admitted. A broad class of new cutting plane methods can be deduced. Moreover, a practically useful constraint dropping strategy is given and, finally, some questions of numerical implementations are discussed including the computation of new vertices generated by a cut and the identification of redundant constraints.
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Horst, R. (1988). Outer Cut Methods in Global Optimization. In: Kurzhanski, A., Neumann, K., Pallaschke, D. (eds) Optimization, Parallel Processing and Applications. Lecture Notes in Economics and Mathematical Systems, vol 304. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46631-1_4
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DOI: https://doi.org/10.1007/978-3-642-46631-1_4
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