A Center-Cut Algorithm for Quickly Obtaining Feasible Solutions and Solving Convex MINLP Problems

Here we present a center-cut algorithm for convex mixed-integer nonlinear programming (MINLP) that can either be used as a primal heuristic or as a deterministic solution technique. Like many other algorithms for convex MINLP, the center-cut algorithm constructs a linear approximation of the original problem. The main idea of the algorithm is to use the … Read more