Friday, 15:15 - 15:40 h, Room: MA 041

 

Marianna de Santis
A method for MINLP problems with simple constraints

Coauthor: Stefano Lucidi

 

Abstract:
We are concerned with the problem of minimizing a continuously differentiable function subject to simple constraints on the variables where some of the variables are restricted to take integer values. To tackle the problem we propose an approach based on a minimization of distributed type: an appropriate local search is performed depending on whether the variable is continuous or integer. The continuous local search is based on an active set method that combines ideas from projected and Newton-type algorithms. For the discrete local search a grid search along the discrete variables is performed.

 

Talk 1 of the invited session Fri.3.MA 041
"Modelling, reformulation and solution of MINLPs" [...]
Cluster 14
"Mixed-integer nonlinear programming" [...]

 

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