Recently, the area of Mixed Integer Nonlinear Programming (MINLP) has experienced tremendous growth and a flourish of research activity. In this article we will give a brief …

These decision problems lead to mixed-integer nonlinear programming (MINLP) problems that combine the combinatorial difficulty of optimizing over discrete vari-able sets with the …

A young and frightened George Dantzig, presents his newfangled “linear programming” to a meeting of the Econometric Society of Wisconsin, attended by distinguished scientists like …

We want to approximate the convex hull of integer solutions, but without a linear objective function, the solution to the relaxation might occur in the interior.

Polyhedral (linear) relaxation of nonlinear convex constraints. Same relationships between solutions of MILPrelax and MINLPη.

The authors tackle this problem by discretization and iterative application of mixed-integer linear programming to solve the nonconvex MINLP to global optimality.

The MT cut better approximates the nonlinear constraints and gives a stronger continuous relaxation. The MT cut forms a supporting hyperplane to the convex hull of the feasible set.