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Structural and Multidisciplinary Optimization

, Volume 58, Issue 3, pp 1291–1295 | Cite as

Alternating direction method of multipliers as a simple effective heuristic for mixed-integer nonlinear optimization

  • Yoshihiro Kanno
  • Satoshi Kitayama
BRIEF NOTE
  • 194 Downloads

Abstract

In this paper we propose to utilize a variation of the alternating direction method of multipliers (ADMM) as a simple heuristic for mixed-integer nonlinear optimization problems in structural optimization. Numerical experiments suggest that using multiple restarts of ADMM with random initial points often yields a reasonable solution with small computational cost.

Keywords

Mixed-integer nonlinear optimization Nonconvex optimization Heuristic Alternating direction method of multipliers 

Notes

Acknowledgments

The work of the first author is partially supported by JSPS KAKENHI 17K06633.

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Copyright information

© Springer-Verlag GmbH Germany, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Mathematics and Informatics CenterThe University of TokyoTokyoJapan
  2. 2.Faculty of Mechanical Engineering, Institute of Science and EngineeringKanazawa UniversityKakuma-machiJapan

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