## A Successive Linear Relaxation Method for MINLPs with Multivariate Lipschitz Continuous Nonlinearities with Applications to Bilevel Optimization and Gas Transport

We present a novel method for mixed-integer optimization problems with multivariate and Lipschitz continuous nonlinearities. In particular, we do not assume that the nonlinear constraints are explicitly given but that we can only evaluate them and that we know their global Lipschitz constants. The algorithm is a successive linear relaxation method in which we alternate … Read more