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Inexact solution of NLP subproblems in MINLP

机译:MINLP中NLP子问题的不精确解

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摘要

In the context of convex mixed integer nonlinear programming (MINLP), we investigate how the outer approximation method and the generalized Benders decomposition method are affected when the respective nonlinear programming (NLP) subproblems are solved inexactly. We show that the cuts in the corresponding master problems can be changed to incorporate the inexact residuals, still rendering equivalence and finiteness in the limit case. Some numerical results will be presented to illustrate the behavior of the methods under NLP subproblem inexactness.
机译:在凸混合整数非线性规划(MINLP)的背景下,我们研究了当分别求解非线性规划(NLP)子问题时,外逼近方法和广义Benders分解方法如何受到影响。我们表明,可以更改相应主问题中的割线以合并不精确的残差,但在极限情况下仍具有等效性和有限性。将提供一些数值结果来说明在NLP子问题不精确性下该方法的行为。

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