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Subject
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Convex MINLP 1 Cutting plane algorithms 1 Nonsmooth Optimization 1 Supporting hyperplane algorithm 1
Online availability
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Free 1
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Article 1
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Article 1
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English 1
Author
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Gleixner, Ambros 1 Schwarz, Robert 1 Serrano, Felipe 1
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Journal of Global Optimization 1
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EconStor 1
Showing 1 - 1 of 1
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On the relation between the extended supporting hyperplane algorithm and Kelley’s cutting plane algorithm
Serrano, Felipe; Schwarz, Robert; Gleixner, Ambros - In: Journal of Global Optimization 78 (2020) 1, pp. 161-179
Recently, Kronqvist et al. (J Global Optim 64(2):249–272, 2016) rediscovered the supporting hyperplane algorithm of Veinott (Oper Res 15(1):147–152, 1967) and demonstrated its computational benefits for solving convex mixed integer nonlinear programs. In this paper we derive the algorithm...
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