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A heuristical solution method to separable nonlinear programming problems

Author

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  • Kaj-Mikael Björk
  • József Mezei

Abstract

There are many methods for the solution of nonlinear programming (NLP) problems. This paper presents a new method, a heuristic, for the solution of large-scale separable NLP-problems. In this paper, separable NLP-problems are referred to a problem structure where each variable, in the problem, is only found in terms with a single variable. The method can tackle separable MINLP-problems as well. The proposed method is used to solve some smaller examples in order to show the usefulness of it on real problems.

Suggested Citation

  • Kaj-Mikael Björk & József Mezei, 2016. "A heuristical solution method to separable nonlinear programming problems," International Journal of Mathematics in Operational Research, Inderscience Enterprises Ltd, vol. 9(2), pages 230-242.
    • Handle: RePEc:ids:ijmore:v:9:y:2016:i:2:p:230-242
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