Article ID: | iaor20042308 |
Country: | Netherlands |
Volume: | 3 |
Issue: | 3 |
Start Page Number: | 253 |
End Page Number: | 280 |
Publication Date: | Sep 2002 |
Journal: | Optimization and Engineering |
Authors: | Westerlund Tapio, Prn Ray |
Keywords: | programming: convex |
In the present paper a cutting plane approach to solve mixed-integer non-linear programming (MINLP) problems, containing pseudo-convex functions, is given. It is shown how valid cutting planes for pseudo convex functions can be obtained and, furthermore, it is shown how a class of non-convex MINLP problems with a pseudo-convex objective function and pseudo-convex constraints, can be solved to global optimality with the considered cutting plane technique. Finally the numerical efficiency of the procedure, when solving some example problems, is illustrated.