A primal heuristic for nonsmooth mixed integer nonlinear optimization

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandBeitrag in Buch/SammelwerkForschungPeer-Review

Autoren

  • Martin Schmidt
  • Marc C. Steinbach
  • Bernhard M. Willert

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Details

OriginalspracheEnglisch
Titel des SammelwerksFacets of Combinatorial Optimization
UntertitelFestschrift for Martin Grötschel
Seiten295-320
Seitenumfang26
Band9783642381898
ISBN (elektronisch)9783642381898
PublikationsstatusVeröffentlicht - 1 Jan. 2013

Abstract

Complex real-world optimization tasks often lead to mixed-integer nonlinear problems (MINLPs). However, current MINLP algorithms are not always able to solve the resulting large-scale problems. One remedy is to develop problem specific primal heuristics that quickly deliver feasible solutions. This paper presents such a primal heuristic for a certain class of MINLP models. Our approach features a clear distinction between nonsmooth but continuous and genuinely discrete aspects of the model. The former are handled by suitable smoothing techniques; for the latter we employ reformulations using complementarity constraints. The resulting mathematical programs with equilibrium constraints (MPEC) are finally regularized to obtain MINLP-feasible solutions with general purpose NLP solvers.

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A primal heuristic for nonsmooth mixed integer nonlinear optimization. / Schmidt, Martin; Steinbach, Marc C.; Willert, Bernhard M.
Facets of Combinatorial Optimization: Festschrift for Martin Grötschel. Band 9783642381898 2013. S. 295-320.

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandBeitrag in Buch/SammelwerkForschungPeer-Review

Schmidt, M, Steinbach, MC & Willert, BM 2013, A primal heuristic for nonsmooth mixed integer nonlinear optimization. in Facets of Combinatorial Optimization: Festschrift for Martin Grötschel. Bd. 9783642381898, S. 295-320. https://doi.org/10.1007/978-3-642-38189-8_13
Schmidt, M., Steinbach, M. C., & Willert, B. M. (2013). A primal heuristic for nonsmooth mixed integer nonlinear optimization. In Facets of Combinatorial Optimization: Festschrift for Martin Grötschel (Band 9783642381898, S. 295-320) https://doi.org/10.1007/978-3-642-38189-8_13
Schmidt M, Steinbach MC, Willert BM. A primal heuristic for nonsmooth mixed integer nonlinear optimization. in Facets of Combinatorial Optimization: Festschrift for Martin Grötschel. Band 9783642381898. 2013. S. 295-320 doi: 10.1007/978-3-642-38189-8_13
Schmidt, Martin ; Steinbach, Marc C. ; Willert, Bernhard M. / A primal heuristic for nonsmooth mixed integer nonlinear optimization. Facets of Combinatorial Optimization: Festschrift for Martin Grötschel. Band 9783642381898 2013. S. 295-320
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