Refereed journal article or data article (A1)

Using projected cutting planes in the extended cutting plane method




List of AuthorsWesterlund Tapio, Eronen Ville-Pekka, Mäkelä Marko M

PublisherTaylor & Francis Ltd

Publication year2022

JournalOptimization

Journal name in sourceOPTIMIZATION

Journal acronymOPTIMIZATION

Volume number71

Issue number14

Start page4147

End page4176

Number of pages30

ISSN0233-1934

eISSN1029-4945

DOIhttp://dx.doi.org/10.1080/02331934.2021.1939337

URLhttps://doi.org/10.1080/02331934.2021.1939337

Self-archived copy’s web addresshttps://research.utu.fi/converis/portal/detail/Publication/66389062


Abstract
In this paper we show that simple projections can improve the algorithmic performance of cutting plane-based optimization methods. Projected cutting planes can, for example, be used as alternatives to standard cutting planes or supporting hyperplanes in the extended cutting plane (ECP) method. In the paper we analyse the properties of such an algorithm and prove that it will converge to a global optimum for smooth and nonsmooth convex mixed integer nonlinear programming problems. Additionally, we show that we are able to solve two old but very difficult facility layout problems (FLP), with previously unknown optimal solutions, to verified global optimum by using projected cutting planes in the algorithm. These solution results are also given in the paper.

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Last updated on 2023-28-06 at 13:30