Abstract

An extended cutting plane method is introduced. The extended method can be applied in the solution of a class of non-convex MINLP (mixed-integer non-linear programming) problems, although the method was originally introduced for the solution of convex problems only. Global convergence properties of the method are given for pseudo-convex MINLP problems in the present paper and a numerical example from the paper-converting industry is finally provided to illustrate the numerical procedure.

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