Extended Cutting Plane is an optimization method suggested by Westerlund and Petersson in 1996 to solve Mixed-Integer NonLinear Programming (MINLP) problems . ECP can be thought as an extension of Kelley's cutting plane method, which uses iterative Newton's method to refine feasible area and ultimately solve a problem within tolerable error. Therefore, ECP method does not require solving Non-Linear Programming(NLP) while Branch and Bound(BB) and Outer Approximation(OA) do require NLP solution for an upper bound. However, ECP generally requires more iterations. Although cutting plane method is criticized for its slow convergence, ECP is more efficient in cases where evaluation of non linear functions are time costly. For example, in optimization of a dynamic separation process done by Stefan Emet and Tapio Westerlund, ECP was 100 times faster than BB and 10 times faster than OA in solving the MINLP .

Last modified

• 11/30/2018

Creator

• Kyung Je Lee

DOI

• https://doi.org/10.21985/N2345Q

Keyword

• Extended cutting place

Rights statement

• In Copyright