A solution algorithm for non-convex mixed integer optimization problems with only few continuous variables
We suggest a new method for solving nonlinear mixed-integer programs. We prove convergence of our method. We identify a special case in which the new method finds an exact global optimum in a finite number of iterations. We identify cases in which our method works efficiently. We evaluate the method numerically show that it outperforms standard solvers.
global optimization combinatorial optimization non-convex optimization mixed-integer optimization branch-and-bound methods facility location problems