Utilize este identificador para referenciar este registo: http://hdl.handle.net/10198/11874
Título: Branch and bound based coordinate search filter algorithm for nonsmooth nonconvex mixed-integer nonlinear programming problems
Autor: Fernandes, Florbela P.
Costa, Fernanda P.M.
Fernandes, Edite M.G.P.
Palavras-chave: Nonconvex MINLP
Branch and bound
Multistart
Coordinate search
Filter method
Data: 2014
Editora: Springer
Citação: Fernandes, 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. Computational Science and Its Applications – ICCSA 2014 = 14th International Conference on Computational Science and Its Applications (ICCSA). London: Springer. p. 140-153. ISBN 978-3-319-09129-7
Resumo: A 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.
Peer review: yes
URI: http://hdl.handle.net/10198/11874
DOI: 10.1007/978-3-319-09129-7_11
ISSN: 0302-9743
Versão do Editor: http://link.springer.com/chapter/10.1007%2F978-3-319-09129-7_11
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