Outer approximation with equality relaxation and augmented penalty

Outer Approximation with Equality Relaxation and Augmented Penalty, OA7ER/AP (Viswanathan and Grossmann, 1990)... 

Outer Approximation with Equality Relaxation and Augmented Penalty,... 

Section 6.6 discusses the Outer Approximation with Equality Relaxation and Augmented Penalty OA/ER/AP approach. In Sections 6.6.1 and 6.6.2 the formulation and basic idea are presented, while in section 6.6.3 the master problem is derived. Section 6.6.4 presents the OA/ER/AP algorithm and illustrates it with a nonconvex example problem. The reader is referred to the suggested references in sections 6.4,6.5 and 6.6 for further reading in the outer approximation based algorithms. 

MINOPT (Mixed Integer Nonlinear OPTimizer) is written entirely in C and solves MINLP problems by a variety of algorithms that include (i) the Generalized Benders Decomposition GBD, (ii) the Outer Approximation with Equality Relaxation OA/ER, (iii) the Outer Approximation with Equality Relaxation and Augmented Penalty OA/ER/AP, and (iv) the Generalized Cross Decomposition GCD. 

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