ALPHAECP

ALPHAECP solves mixed integer non-linear problems. It is an implementation of the Extended Cutting Plane method by Tapio Westerlund and Toni Lastusilta from Abo Akademi University, Finland. It use requires the presence of a licensed MIP solver. The solver documentation is at http://www.gams.com/solvers/alphaecp.pdf or can be accessed through the IDE Help menu.

The ECP method is an extension of Kelley's cutting plane method which was originally given for convex NLP problems (Kelley, 1960). The method requires only the solution of a MIP sub problem in each iteration. The MIP sub problems may be solved to optimality, but can also be solved to feasibility or only to an integer relaxed solution in intermediate iterations. This makes the ECP algorithm efficient and easy to implement. Futher information about the underlying algorithm can be found in Westerlund T. and Pörn R. (2002). Solving Pseudo-Convex Mixed Integer Optimization Problems by Cutting Plane Techniques. Optimization and Engngineering, 3. 253-280.