Constrained optimization with integer and continuous variables using inexact restoration and projected gradients
type: Item
instance of: scholarly article
title: Constrained optimization with integer and continuous variables using inexact restoration and projected gradients
zbMATH Open document ID: 1392.90104
author: E. G. Birgin
author: Rafael D. Lobato
author: J. M. Martínez
published in: Bulletin of Computational Applied Mathematics
publication date: 2018-08-07T00:00:00Z
full work available at URL: http://drive.google.com/open
review text: Summary: Inexact restoration (IR) is a well established technique for continuous minimization problems with constraints that can be applied to constrained optimization problems with specific structures. When some variables are restricted to be integer, an IR strategy seems to be appropriate. The IR strategy employs a restoration procedure in which one solves a standard nonlinear programming problem and an optimization procedure in which the constraints are linearized and techniques for mixed-integer (linear or quadratic) programming can be employed.
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C11
zbMATH DE Number: 6914259
zbMATH Keywords: inexact restoration
zbMATH Keywords: mixed-integer nonlinear programming (MINLP)
zbMATH Keywords: projected gradients
describes a project that uses: SPG
describes a project that uses: AMPL
describes a project that uses: CPLEX
describes a project that uses: ALGENCAN
MaRDI profile type: Publication
cites work: Solving mixed integer nonlinear programs by outer approximation
cites work: Q4331736
cites work: Review of nonlinear mixed-integer and disjunctive programming techniques
cites work: Practical Augmented Lagrangian Methods for Constrained Optimization
cites work: Assessing the reliability of general-purpose inexact restoration methods
cites work: An inexact-restoration method for nonlinear bilevel programming problems
cites work: Inexact restoration for Euler discretization of box-constrained optimal control problems
cites work: Local convergence of an inexact-restoration method and numerical experiments
cites work: Inexact spectral projected gradient methods on convex sets
cites work: Inexact restoration method for derivative-free optimization with smooth constraints
cites work: A new line search inexact restoration approach for nonlinear programming
cites work: Spectral Projected Gradient Method with Inexact Restoration for Minimization with Nonconvex Constraints
cites work: Euler discretization and inexact restoration for optimal control
cites work: Inexact restoration approach for minimization with inexact evaluation of the objective function
cites work: Inexact-restoration method with Lagrangian tangent decrease and new merit function for nonlinear programming.
cites work: Inexact-restoration algorithm for constrained optimization
cites work: Spectral projected gradient and variable metric methods for optimization with linear inequalities
cites work: Practical active-set Euclidian trust-region method with spectral projected gradients for bound-constrained minimization
cites work: Two-Point Step Size Gradient Methods
cites work: Algorithm 813
cites work: On the Barzilai and Borwein choice of steplength for the gradient method
cites work: The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
cites work: On Augmented Lagrangian Methods with General Lower-Level Constraints
cites work: Approximation algorithms for the Geometric Covering Salesman Problem
cites work: The travelling salesman problem with neighbourhoods: MINLP solution
cites work: Q4198056
cites work: Some NP-complete problems in quadratic and nonlinear programming
cites work: A reformulation-linearization technique for solving discrete and continuous nonconvex problems
cites work: Convexification and global optimization in continuous and mixed-integer nonlinear programming. Theory, algorithms, software, and applications
description: scientific article; zbMATH DE number 6914259