Artikel

Partially distributed outer approximation

This paper presents a novel partially distributed outer approximation algorithm, named PaDOA, for solving a class of structured mixed integer convex programming problems to global optimality. The proposed scheme uses an iterative outer approximation method for coupled mixed integer optimization problems with separable convex objective functions, affine coupling constraints, and compact domain. PaDOA proceeds by alternating between solving large-scale structured mixed-integer linear programming problems and partially decoupled mixed-integer nonlinear programming subproblems that comprise much fewer integer variables. We establish conditions under which PaDOA converges to global minimizers after a finite number of iterations and verify these properties with an application to thermostatically controlled loads and to mixed-integer regression.

Language
Englisch

Bibliographic citation
Journal: Journal of Global Optimization ; ISSN: 1573-2916 ; Volume: 80 ; Year: 2021 ; Issue: 3 ; Pages: 523-550 ; New York, NY: Springer US

Classification
Mathematik
Subject
Mixed integer programming
Distributed optimization
Outer approximation
Global optimization

Event
Geistige Schöpfung
(who)
Murray, Alexander
Faulwasser, Timm
Hagenmeyer, Veit
Villanueva, Mario E.
Houska, Boris
Event
Veröffentlichung
(who)
Springer US
(where)
New York, NY
(when)
2021

DOI
doi:10.1007/s10898-021-01015-0
Last update
10.03.2025, 11:45 AM CET

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Object type

  • Artikel

Associated

  • Murray, Alexander
  • Faulwasser, Timm
  • Hagenmeyer, Veit
  • Villanueva, Mario E.
  • Houska, Boris
  • Springer US

Time of origin

  • 2021

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