Published July 11, 2005 | Version v1
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Global Optimization for Nonconvex Stochastic Mixed-Integer Nonlinear Programs

Authors/Creators

  • 1. ROR icon Purdue University West Lafayette

Description

We apply sample average approximation (Shapiro, 2003) for solving nonconvex stochastic MINLPs. Global optimality with a probabilistic measure is assured by solving the MINLP samples via convexification techniques (Tawarmalani and Sahinidis, 2004) within spatial branchand-bound and/or outer approximation (Duran and Grossmann, 1986). Preliminary theoretical and computational results are presented.

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