A scalable global optimization algorithm for stochastic nonlinear programs

Cao, Yankai; Zavala, Victor M.

doi:10.1007/s10898-019-00769-y

Title: A scalable global optimization algorithm for stochastic nonlinear programs

Journal Article · Tue Apr 16 00:00:00 EDT 2019 · Journal of Global Optimization

DOI:https://doi.org/10.1007/s10898-019-00769-y· OSTI ID:1802562

Cao, Yankai;

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Research Organization:: Univ. of Wisconsin, Madison, WI (United States)

Sponsoring Organization:: USDOE Office of Science (SC)

DOE Contract Number:: SC0014114

OSTI ID:: 1802562

Journal Information:: Journal of Global Optimization, Vol. 75, Issue 2; ISSN 0925-5001

Publisher:: Springer

Country of Publication:: United States

Language:: English

References (15)

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Dual decomposition in stochastic integer programming Carøe, Claus C.; Schultz, Rüdiger Operations Research Letters, Vol. 24, Issue 1-2 https://doi.org/10.1016/S0167-6377(98)00050-9	journal	February 1999
Lagrange Duality and Partitioning Techniques in Nonconvex Global Optimization Dür, M.; Horst, R. Journal of Optimization Theory and Applications, Vol. 95, Issue 2 https://doi.org/10.1023/A:1022687222060	journal	November 1997
The Lagrangian Relaxation Method for Solving Integer Programming Problems Fisher, Marshall L. Management Science, Vol. 27, Issue 1 https://doi.org/10.1287/mnsc.27.1.1	journal	January 1981
Primal-relaxed dual global optimization approach Floudas, C. A.; Visweswaran, V. Journal of Optimization Theory and Applications, Vol. 78, Issue 2 https://doi.org/10.1007/BF00939667	journal	August 1993
Generalized Benders decomposition Geoffrion, A. M. Journal of Optimization Theory and Applications, Vol. 10, Issue 4 https://doi.org/10.1007/BF00934810	journal	October 1972
Lagrangean decomposition: A model yielding stronger lagrangean bounds Guignard, Monique; Kim, Siwhan Mathematical Programming, Vol. 39, Issue 2 https://doi.org/10.1007/BF02592954	journal	June 1987
A graph‐based computational framework for simulation and optimisation of coupled infrastructure networks Jalving, Jordan; Abhyankar, Shrirang; Kim, Kibaek IET Generation, Transmission & Distribution, Vol. 11, Issue 12 https://doi.org/10.1049/iet-gtd.2016.1582	journal	July 2017
A Lagrangean based branch-and-cut algorithm for global optimization of nonconvex mixed-integer nonlinear programs with decomposable structures Karuppiah, Ramkumar; Grossmann, Ignacio E. Journal of Global Optimization, Vol. 41, Issue 2 https://doi.org/10.1007/s10898-007-9203-8	journal	July 2007
A Deterministic Lagrangian-Based Global Optimization Approach for Quasiseparable Nonconvex Mixed-Integer Nonlinear Programs Khajavirad, Aida; Michalek, Jeremy J. Journal of Mechanical Design, Vol. 131, Issue 5 https://doi.org/10.1115/1.3087559	journal	April 2009
Nonconvex Generalized Benders Decomposition for Stochastic Separable Mixed-Integer Nonlinear Programs Li, Xiang; Tomasgard, Asgeir; Barton, Paul I. Journal of Optimization Theory and Applications, Vol. 151, Issue 3 https://doi.org/10.1007/s10957-011-9888-1	journal	July 2011
ANTIGONE: Algorithms for coNTinuous / Integer Global Optimization of Nonlinear Equations Misener, Ruth; Floudas, Christodoulos A. Journal of Global Optimization, Vol. 59, Issue 2-3 https://doi.org/10.1007/s10898-014-0166-2	journal	March 2014
A symbolic reformulation/spatial branch-and-bound algorithm for the global optimisation of nonconvex MINLPs Smith, E. M. B.; Pantelides, C. C. Computers & Chemical Engineering, Vol. 23, Issue 4-5 https://doi.org/10.1016/S0098-1354(98)00286-5	journal	May 1999
A polyhedral branch-and-cut approach to global optimization Tawarmalani, Mohit; Sahinidis, Nikolaos V. Mathematical Programming, Vol. 103, Issue 2 https://doi.org/10.1007/s10107-005-0581-8	journal	May 2005

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