Sager, Sebastian; Jung, Michael; Kirches, Christian - In: Computational Statistics 73 (2011) 3, pp. 363-380
a novel approach that is based on a decomposition of the MINLP into a NLP and a MILP. We discuss the relation of the … MILP solution to the MINLP solution and formulate bounds for the gap between the two, depending on Lipschitz constants and … the control discretization grid size. The MILP solution can also be used for an efficient initialization of the MINLP …