6. The results of MSSCS
A MINLP problem can be solved using several algorithms such as B&B technique, generalized Benders’ decomposition (GBD), the alternative dual approach, the outer approximation/equality-relaxation (OA/ER) method (Duran and Grossman, 1986), and the feasibility technique. Among them, the B&B, GBD, and OA/ER are used most often to solve MINLP problems. In this research, a B&B algorithm is adopted to solve it.
The B&B algorithm for MINLP problems is based on the same idea as it is for solving the mixed integer linear programming (MILP). First, the original relaxed nonlinear programming (NLP) problem obtained by ignoring the integer restrictions is solved. If the solution satisfies the integer constraints, it is the optimal solution of MINLP when the procedure stops. If not, the solution of the relaxed problem provides a lower bound (for a minimization problem) to the optimal solution. Then, the original problem is separated into two sets by adding additional constraints one at a time, and the resulting NLP relaxed subsets are solved one by one. When an integer solution is found, it provides an upper bound to the optimal solution of MINLP. All nodes that exceed this bound are fathomed or dropped from further consideration. The search procedure is continued in this way until all the nodes are fathomed. The algorithm is presented below.