PittsburghV1, France, Analysis, bibRecord, 000749

An Algorithmic Framework for Convex Mixed Integer Nonlinear Programs

Identifieur interne : 000749 ( France/Analysis ); précédent : 000748; suivant : 000750

An Algorithmic Framework for Convex Mixed Integer Nonlinear Programs

Auteurs : Pierre Bonami [France] ; Lorenz Biegler [États-Unis] ; Andrew Conn [États-Unis] ; Gérard Cornuéjols [France] ; Ignacio Grossmann [États-Unis] ; Carld Laird [États-Unis] ; Jon Lee [États-Unis] ; Andrea Lodi [Italie] ; François Margot [États-Unis] ; Nicolas Sawaya [États-Unis] ; Andreas W Chter [États-Unis]

Source :

Discrete Optimization [ 1572-5286 ] ; 2007-11-09.

RBID : Hal:hal-00421753

English descriptors

mix :
- Branch-and-bound, MINLP test problems, Mixed integer nonlinear programming, Open-source, Outer-approximation.

Abstract

This paper is motivated by the fact that mixed integer nonlinear programming is an important and difficult area for which there is a need for developing new methods and software for solving large-scale problems. Moreover, both fundamental building blocks, namely mixed integer linear programming and nonlinear programming, have seen considerable and steady progress in recent years. Wishing to exploit expertise in these areas as well as on previous work in mixed integer nonlinear programming, this work represents the first step in an ongoing and ambitious project within an open-source environment. COIN-OR is our chosen environment for the development of the optimization software. A class of hybrid algorithms, of which branch-and-bound and polyhedral outer approximation are the two extreme cases, are proposed and implemented. Computational results that demonstrate the effectiveness of this framework are reported. Both the library of mixed integer nonlinear problems that exhibit convex continuous relaxations, on which the experiments are carried out, and a version of the software used are publicly available.

Url:

https://hal.archives-ouvertes.fr/hal-00421753

DOI: 10.1016/j.disopt.2006.10.011

Affiliations:

France, Italie, États-Unis

Links toward previous steps (curation, corpus...)

to stream Hal, to step Corpus: 000074
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to stream Hal, to step Checkpoint: 000572
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to stream Main, to step Curation: 00A966
to stream Main, to step Exploration: 00A966
to stream France, to step Extraction: 000749

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Hal:hal-00421753

Le document en format XML

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<author><name sortKey="Grossmann, Ignacio" sort="Grossmann, Ignacio" uniqKey="Grossmann I" first="Ignacio" last="Grossmann">Ignacio Grossmann</name>
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<author><name sortKey="Laird, Carld" sort="Laird, Carld" uniqKey="Laird C" first="Carld" last="Laird">Carld Laird</name>
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<author><name sortKey="Margot, Francois" sort="Margot, Francois" uniqKey="Margot F" first="François" last="Margot">François Margot</name>
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</author>
<author><name sortKey="Sawaya, Nicolas" sort="Sawaya, Nicolas" uniqKey="Sawaya N" first="Nicolas" last="Sawaya">Nicolas Sawaya</name>
<affiliation wicri:level="1"><hal:affiliation type="laboratory" xml:id="struct-102257" status="INCOMING">          <orgName>Department of Chemical Engineering</orgName>
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</author>
<author><name sortKey="W Chter, Andreas" sort="W Chter, Andreas" uniqKey="W Chter A" first="Andreas" last="W Chter">Andreas W Chter</name>
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          <desc>            <address>              <addrLine>PO Box 704, Yorktown Heights, NY 10598</addrLine>
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</analytic>
<idno type="DOI">10.1016/j.disopt.2006.10.011</idno>
<series><title level="j">Discrete Optimization</title>
<idno type="ISSN">1572-5286</idno>
<imprint><date type="datePub">2007-11-09</date>
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</series>
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</sourceDesc>
</fileDesc>
<profileDesc><textClass><keywords scheme="mix" xml:lang="en"><term>Branch-and-bound</term>
<term>MINLP test problems</term>
<term>Mixed integer nonlinear programming</term>
<term>Open-source</term>
<term>Outer-approximation</term>
</keywords>
</textClass>
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<front><div type="abstract" xml:lang="en">This paper is motivated by the fact that mixed integer nonlinear programming is an important and difficult area for which there is a need for developing new methods and software for solving large-scale problems. Moreover, both fundamental building blocks, namely mixed integer linear programming and nonlinear programming, have seen considerable and steady progress in recent years. Wishing to exploit expertise in these areas as well as on previous work in mixed integer nonlinear programming, this work represents the first step in an ongoing and ambitious project within an open-source environment. COIN-OR is our chosen environment for the development of the optimization software. A class of hybrid algorithms, of which branch-and-bound and polyhedral outer approximation are the two extreme cases, are proposed and implemented. Computational results that demonstrate the effectiveness of this framework are reported. Both the library of mixed integer nonlinear problems that exhibit convex continuous relaxations, on which the experiments are carried out, and a version of the software used are publicly available.</div>
</front>
</TEI>
<affiliations><list><country><li>France</li>
<li>Italie</li>
<li>États-Unis</li>
</country>
</list>
<tree><country name="France"><noRegion><name sortKey="Bonami, Pierre" sort="Bonami, Pierre" uniqKey="Bonami P" first="Pierre" last="Bonami">Pierre Bonami</name>
</noRegion>
<name sortKey="Cornuejols, Gerard" sort="Cornuejols, Gerard" uniqKey="Cornuejols G" first="Gérard" last="Cornuéjols">Gérard Cornuéjols</name>
</country>
<country name="États-Unis"><noRegion><name sortKey="Biegler, Lorenz" sort="Biegler, Lorenz" uniqKey="Biegler L" first="Lorenz" last="Biegler">Lorenz Biegler</name>
</noRegion>
<name sortKey="Conn, Andrew" sort="Conn, Andrew" uniqKey="Conn A" first="Andrew" last="Conn">Andrew Conn</name>
<name sortKey="Grossmann, Ignacio" sort="Grossmann, Ignacio" uniqKey="Grossmann I" first="Ignacio" last="Grossmann">Ignacio Grossmann</name>
<name sortKey="Laird, Carld" sort="Laird, Carld" uniqKey="Laird C" first="Carld" last="Laird">Carld Laird</name>
<name sortKey="Lee, Jon" sort="Lee, Jon" uniqKey="Lee J" first="Jon" last="Lee">Jon Lee</name>
<name sortKey="Margot, Francois" sort="Margot, Francois" uniqKey="Margot F" first="François" last="Margot">François Margot</name>
<name sortKey="Sawaya, Nicolas" sort="Sawaya, Nicolas" uniqKey="Sawaya N" first="Nicolas" last="Sawaya">Nicolas Sawaya</name>
<name sortKey="W Chter, Andreas" sort="W Chter, Andreas" uniqKey="W Chter A" first="Andreas" last="W Chter">Andreas W Chter</name>
</country>
<country name="Italie"><noRegion><name sortKey="Lodi, Andrea" sort="Lodi, Andrea" uniqKey="Lodi A" first="Andrea" last="Lodi">Andrea Lodi</name>
</noRegion>
</country>
</tree>
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</record>

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An Algorithmic Framework for Convex Mixed Integer Nonlinear Programs

An Algorithmic Framework for Convex Mixed Integer Nonlinear Programs

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