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Using projected cutting planes in the extended cutting plane method




TekijätWesterlund Tapio, Eronen Ville-Pekka, Mäkelä Marko M

KustantajaTaylor & Francis Ltd

Julkaisuvuosi2022

JournalOptimization

Tietokannassa oleva lehden nimiOPTIMIZATION

Lehden akronyymiOPTIMIZATION

Vuosikerta71

Numero14

Aloitussivu4147

Lopetussivu4176

Sivujen määrä30

ISSN0233-1934

eISSN1029-4945

DOIhttps://doi.org/10.1080/02331934.2021.1939337

Verkko-osoitehttps://doi.org/10.1080/02331934.2021.1939337

Rinnakkaistallenteen osoitehttps://research.utu.fi/converis/portal/detail/Publication/66389062


Tiivistelmä
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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