2012
DOI: 10.1016/j.sorms.2012.08.001
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Non-convex mixed-integer nonlinear programming: A survey

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Cited by 388 publications
(252 citation statements)
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“…These integer programs are even more difficult (Burer & Letchford 2012). In contrast, the AOP is able to take advantage of the insight that the finite optimal portfolio is close to the solution of a continuous optimization problem.…”
Section: Sources Of Computational Advantages Of Aopmentioning
confidence: 99%
“…These integer programs are even more difficult (Burer & Letchford 2012). In contrast, the AOP is able to take advantage of the insight that the finite optimal portfolio is close to the solution of a continuous optimization problem.…”
Section: Sources Of Computational Advantages Of Aopmentioning
confidence: 99%
“…We also note that the constraints due to the system dynamics (12) have non-convex terms due the bilinear system dynamics. Thus, the optimization problem (13) is a non-convex mixed-integer nonlinear programming (MINLP) problem, which is quite difficult to solve in both theory and practice [9]. There are many software packages that can solve non-convex MINLP problem to proven optimality, such as BARON, α − BB, LINDO − Global, and Couenne [9].…”
Section: Model Predictive Control Problemmentioning
confidence: 99%
“…Thus, the optimization problem (13) is a non-convex mixed-integer nonlinear programming (MINLP) problem, which is quite difficult to solve in both theory and practice [9]. There are many software packages that can solve non-convex MINLP problem to proven optimality, such as BARON, α − BB, LINDO − Global, and Couenne [9]. But these software packages require a lot of computing resources and a large amount of computation time to achieve a certain global optimality.…”
Section: Model Predictive Control Problemmentioning
confidence: 99%
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“…Several approaches have been proposed to solve the multilinear binary optimization problem, such as reductions to the linear or to the quadratic case, algebraic methods, enumerative methods like branch-and-bound and its variants, or cutting-plane methods (see, for example, surveys [5,8,12,24,25]). The efficacy of these techniques strongly depends on the structure of the problem, and it is unclear whether one approach is generally better than the others.…”
Section: Introductionmentioning
confidence: 99%