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A Suggested Extension of Special Ordered Sets to Non-Separable Non-Convex Programming Problems**This research was partially supported by the Office of Naval Research and carried out while the author was at the NASA-Ames Institute for Advanced Computation, Sunnyvale, CA.

DOI: 10.1016/s0304-0208(08)73476-5
  • Computer Science


This paper suggests a branch and bound method for solving non-separable non-convex programming problems where the nonlinearities are piecewise linearly approximated using the standard simplicial subdivision of the hypercube. The method is based on the algorithm for Special Ordered Sets, used with separable problems, but involves using two different types of branches to achieve valid approximations.

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