Title: A heuristical solution method to separable nonlinear programming problems

Authors: Kaj-Mikael Björk; József Mezei

Addresses: Arcada University of Applied Sciences, 00550 Helsinki, Finland ' Department of Information Technologies, IAMSR, Åbo Akademi University, Joukahaisenkatu 3-5 B, 20520, Turku, Finland

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.

Keywords: MINLP; mixed integer nonlinear programming; MILP; mixed integer programming; nonlinear programming; NLP; optimisation; heuristics.

DOI: 10.1504/IJMOR.2016.078002

International Journal of Mathematics in Operational Research, 2016 Vol.9 No.2, pp.230 - 242

Received: 25 Mar 2014
Accepted: 08 Nov 2014
Published online: 31 Jul 2016 *

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