A heuristical solution method to separable nonlinear programming problems

Kaj Mikael Björk; József Mezei

doi:10.1504/IJMOR.2016.078002

A heuristical solution method to separable nonlinear programming problems

Kaj Mikael Björk^*
, József Mezei

^*Huvudförfattare för detta arbete

Finansiell ekonomi, Helsingfors

Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

2 Citeringar (Scopus)

Sammanfattning

There are many methods for the solution of nonlinear programming (NLP) problems. This paper presents a new method, a heuristic, for the solution of large-scale separable NLP-problems. In this paper, separable NLP-problems are referred to a problem structure where each variable, in the problem, is only found in terms with a single variable. The method can tackle separable MINLP-problems as well. The proposed method is used to solve some smaller examples in order to show the usefulness of it on real problems.

Originalspråk	Engelska
Referentgranskad vetenskaplig tidskrift	International Journal of Mathematics in Operational Research
Volym	9
Nummer	2
Sidor (från-till)	230-242
Antal sidor	13
ISSN	1757-5850
DOI	https://doi.org/10.1504/IJMOR.2016.078002
Status	Publicerad - 26.07.2016
MoE-publikationstyp	A1 Originalartikel i en vetenskaplig tidskrift

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512 Företagsekonomi

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10.1504/IJMOR.2016.078002

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title = "A heuristical solution method to separable nonlinear programming problems",

abstract = "There are many methods for the solution of nonlinear programming (NLP) problems. This paper presents a new method, a heuristic, for the solution of large-scale separable NLP-problems. In this paper, separable NLP-problems are referred to a problem structure where each variable, in the problem, is only found in terms with a single variable. The method can tackle separable MINLP-problems as well. The proposed method is used to solve some smaller examples in order to show the usefulness of it on real problems.",

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author = "Bj{\"o}rk, \{Kaj Mikael\} and J{\'o}zsef Mezei",

year = "2016",

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AU - Mezei, József

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N2 - There are many methods for the solution of nonlinear programming (NLP) problems. This paper presents a new method, a heuristic, for the solution of large-scale separable NLP-problems. In this paper, separable NLP-problems are referred to a problem structure where each variable, in the problem, is only found in terms with a single variable. The method can tackle separable MINLP-problems as well. The proposed method is used to solve some smaller examples in order to show the usefulness of it on real problems.

AB - There are many methods for the solution of nonlinear programming (NLP) problems. This paper presents a new method, a heuristic, for the solution of large-scale separable NLP-problems. In this paper, separable NLP-problems are referred to a problem structure where each variable, in the problem, is only found in terms with a single variable. The method can tackle separable MINLP-problems as well. The proposed method is used to solve some smaller examples in order to show the usefulness of it on real problems.

KW - 512 Business and Management

KW - MINLP

KW - mixed integer nonlinear programming

KW - MILP

KW - mixed integer programming

KW - nonlinear programming

KW - NLP

KW - optimisation

KW - heuristics

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SP - 230

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JO - International Journal of Mathematics in Operational Research

JF - International Journal of Mathematics in Operational Research

IS - 2

ER -

A heuristical solution method to separable nonlinear programming problems

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