Outer-approximation (OA)
Author: Yousef Aloufi (CHEME 6800 Fall 2021)
Introduction
Theory
Example
minimize $ f(x)= y_{1} +y_{2} + \big(x_{1}\big)^{2} +\big(x_{2}\big)^{2} $
subject to $ \big(x_{1}-2\big)^{2}-x_{2} \leq 0 $
$ x_{1}-2y_{1} \geq 0 $