Comparison of Some High-Performance MINLP Solvers

نویسندگان

  • Toni Lastusilta
  • Michael R. Bussieck
  • Tapio Westerlund
چکیده

In this paper some high-performance mixed integer non-linear programming (MINLP) solvers in GAMS (General Algebraic Modeling System) are evaluated. AlphaECP, Baron, Dicopt and SBB are the MINLP (mixed integer non-linear programming) solvers in focus. A large test set with 250 problems is used and special attention is given to a new GAMS solver, GAMS/AlphaECP, which has recently been included in GAMS. The results show that each solver improves the overall performance of the GAMS system. Furthermore the results reveal that the combined performance of some pairs of solvers is significantly better than other pairs.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Review of mixed-integer nonlinear and generalized disjunctive programming methods in Process Systems Engineering

This work presents a review of the applications of mixed-integer nonlinear programming (MINLP) in process systems engineering (PSE). A review on the main deterministic MINLP solution methods is presented, including an overview of the main MINLP solvers. Generalized disjunctive programming (GDP) is an alternative higher-level representation of MINLP problems. This work reviews some methods for s...

متن کامل

Manyopt: An Extensible Tool for Mixed, Non-Linear Optimization Through SMT Solving

Optimization of Mixed-Integer Non-Linear Programming (MINLP) supports important decisions in applications such as Chemical Process Engineering. But current solvers have limited ability for deductive reasoning or the use of domain-specific theories, and the management of integrality constraints does not yet exploit automated reasoning tools such as SMT solvers. This seems to limit both scalabili...

متن کامل

A discretization-based approach for the optimization of the multiperiod blend scheduling problem

In this paper, we introduce a generalized multiperiod scheduling version of the pooling problem to represent time varying blending systems. A general nonconvex MINLP formulation of the problem is presented. The primary difficulties in solving this optimization problem are the presence of bilinear terms, as well as binary decision variables required to impose operationalconstraints . An illustra...

متن کامل

Branching and bounds tighteningtechniques for non-convex MINLP

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 de...

متن کامل

Disjunctive Cuts for Nonconvex Minlp

Mixed Integer Nonlinear Programming (MINLP) problems present two main challenges: the integrality of a subset of variables and nonconvex (nonlinear) objective function and constraints. Many exact solvers for MINLP are branch-and-bound algorithms that compute a lower bound on the optimal solution using a linear programming relaxation of the original problem. In order to solve these problems to o...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2007