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Mixed-Integer NonLinear Programming: Outer-approximation (OA)

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Outer approximation is a basic approach for solving Mixed Integer Nonlinear Programming (MINLP) models suggested by Duran and Grossmann (1986) . Based on principles of decomposition, outer-approximation and relaxation, the proposed algorithm effectively exploits the structure of the original problems. The new problems consist of solving an alternating finite sequence of nonlinear programming subproblems and relaxed versions of a mixed-integer linear master program.

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  • 11/30/2018
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