A multiplicative weights update algorithm for MINLP

We discuss an application of the well-known Multiplicative Weights Update (MWU) algorithm to non-convex and mixed-integer nonlinear programming. We present applications to: (a) the distance geometry problem, which arises in the positioning of mobile sensors and in protein conformation; (b) a hydro unit commitment problem arising in the energy industry, and (c) a class of … Read more