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Branch and bound based coordinate search filter algorithm for nonsmooth nonconvex mixed-integer nonlinear programming problems

dc.contributor.authorFernandes, Florbela P.
dc.contributor.authorCosta, Fernanda P.M.
dc.contributor.authorFernandes, Edite M.G.P.
dc.date.accessioned2015-06-19T08:40:57Z
dc.date.available2015-06-19T08:40:57Z
dc.date.issued2014
dc.description.abstractA mixed-integer nonlinear programming problem (MINLP) is a problem with continuous and integer variables and at least, one nonlinear function. This kind of problem appears in a wide range of real applications and is very difficult to solve. The difficulties are due to the nonlinearities of the functions in the problem and the integrality restrictions on some variables. When they are nonconvex then they are the most difficult to solve above all. We present a methodology to solve nonsmooth nonconvex MINLP problems based on a branch and bound paradigm and a stochastic strategy. To solve the relaxed subproblems at each node of the branch and bound tree search, an algorithm based on a multistart strategy with a coordinate search filter methodology is implemented. The produced numerical results show the robustness of the proposed methodology.por
dc.description.sponsorshipThe authors wish to thank two anonymous referees for their valuable comments and suggestions to improve the paper. This work has been supported by FCT (Fundação para a Ciência e a Tecnologia, Portugal) in the scope of the projects: PEst-OE/MAT/UI0013/2014 and PEst-OE/EEI/UI0319/2014.
dc.identifier.citationFernandes, Florbela P.; Costa, Fernanda P.M.; Fernandes, Edite M.G.P. (2014). Branch and bound based coordinate search filter algorithm for nonsmooth nonconvex mixed-integer nonlinear programming problems. In Murgante, Beniamino [et al.] eds. 14th International Conference on Computational Science and Its Applications, ICCSA 2014. Guimarães. p. 140-153. ISBN 978-3-319-09129-7por
dc.identifier.doi10.1007/978-3-319-09129-7_11
dc.identifier.issn0302-9743
dc.identifier.urihttp://hdl.handle.net/10198/11874
dc.language.isoengpor
dc.peerreviewedyespor
dc.publisherSpringerpor
dc.subjectNonconvex MINLPpor
dc.subjectBranch and boundpor
dc.subjectMultistartpor
dc.subjectCoordinate searchpor
dc.subjectFilter methodpor
dc.titleBranch and bound based coordinate search filter algorithm for nonsmooth nonconvex mixed-integer nonlinear programming problemspor
dc.typeconference paper
dspace.entity.typePublication
oaire.awardURIinfo:eu-repo/grantAgreement/FCT/5876/PEst-OE%2FMAT%2FUI0013%2F2014/PT
oaire.awardURIinfo:eu-repo/grantAgreement/FCT/5876/PEst-OE%2FEEI%2FUI0319%2F2014/PT
oaire.citation.conferencePlaceGuimarãespor
oaire.citation.endPage153por
oaire.citation.startPage140por
oaire.citation.titleComputational Science and Its Applications – ICCSA 2014; Lecture Notes in Computer Sciencepor
oaire.citation.volume8580por
oaire.fundingStream5876
oaire.fundingStream5876
person.familyNameFernandes
person.givenNameFlorbela P.
person.identifier.ciencia-id501D-6FD0-CC53
person.identifier.orcid0000-0001-9542-4460
person.identifier.scopus-author-id35179471000
project.funder.identifierhttp://doi.org/10.13039/501100001871
project.funder.identifierhttp://doi.org/10.13039/501100001871
project.funder.nameFundação para a Ciência e a Tecnologia
project.funder.nameFundação para a Ciência e a Tecnologia
rcaap.rightsopenAccesspor
rcaap.typeconferenceObjectpor
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