Branching and bounds tighteningtechniques for non-convex MINLP

نویسندگان

  • Pietro Belotti
  • Jon Lee
  • Leo Liberti
  • François Margot
  • Andreas Wächter
چکیده

Many industrial problems can be naturally formulated using Mixed Integer Nonlinear Programming (MINLP) models and can be solved by spatial Branch&Bound (sBB) techniques. We study the impact of two important parts of sBB methods: bounds tightening and branching strategies. We extend a branching technique originally developed for MILP, reliability branching, to the MINLP case. Motivated by the demand for open-source solvers for realworld MINLP problems, we have developed an sBB software package named couenne (Convex Overand Under-ENvelopes for Nonlinear Estimation) and used it for extensive tests on several combinations of bounds tightening and branching techniques on a set of publicly available and real-world MINLP instances. We also compare the performance of couenne with a state-of-the-art MINLP solver.

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عنوان ژورنال:
  • Optimization Methods and Software

دوره 24  شماره 

صفحات  -

تاریخ انتشار 2009