An extended version of Kelley's cutting plane method is introduced in the present paper. The extended method can be applied for the solution of convex MINLP (mixed-integer non-linear programming) problems, while Kelley's cutting plane method was originally introduced for the solution of convex NLP (non-linear programming) problems only. The method is suitable for solving large convex MINLP problems with a moderate degree of nonlinearity. The convergence properties of the method are Cheap Uggs Uk Sale given in the present paper and an example is provided to illustrate the numerical procedure.
This paper continues earlier work by the same author concerning the stability and B-convergence of general linear methods for the numerical solution of nonlinear stiff initial-value problems in a Hilbert space. In a previous paper we have proved that BH-consistency (resp. BH∗-consistency) together with BH-stability implies optimal Cheap Bailey Button Ugg Boots Uk
B-convergence (resp. B-convergence). In this paper by means of BS- and BSI-stability properties the sufficient conditions for a method to be B-, BH∗, BH-, or BH∗-consistent, BH- or weakly BH-stable, B- or optimally B-convergent, respectively, are further established.