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A relax-fix-and-exclude algorithm for an MINLP problem with multilinear interpolations

Pacheco, Bruno Machado et al.
arXiv (All) · Papers
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optimization-and-control
This paper introduces a novel algorithm for Mixed-Integer Nonlinear Programming (MINLP) problems with multilinear interpolations of look-up tables. These problems arise when objective or constraints contain black-box functions only known at a finite set of evaluations on a predefined grid. We derive
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