Serrano, Felipe; Schwarz, Robert; Gleixner, Ambros - In: Journal of Global Optimization 78 (2020) 1, pp. 161-179
Recently, Kronqvist et al. (J Global Optim 64(2):249–272, 2016) rediscovered the supporting hyperplane algorithm of Veinott (Oper Res 15(1):147–152, 1967) and demonstrated its computational benefits for solving convex mixed integer nonlinear programs. In this paper we derive the algorithm...