Final Report---Next-Generation Solvers for Mixed-Integer Nonlinear Programs: Structure, Search, and Implementation

The mathematical modeling of systems often requires the use of both nonlinear and discrete components. Problems involving both discrete and nonlinear components are known as mixed-integer nonlinear programs (MINLPs) and are among the most challenging computational optimization problems. This research project added to the understanding of this area by making a number of fundamental advances. First, the work demonstrated many novel, strong, tractable relaxations designed to deal with non-convexities arising in mathematical formulation. Second, the research implemented the ideas in software that is available to the public. Finally, the work demonstrated the importance of these ideas on practical applications and disseminated the work through scholarly journals, survey publications, and conference presentations.

[1]  Christian Kirches,et al.  Mixed-integer nonlinear optimization*† , 2013, Acta Numerica.

[2]  Duan Li,et al.  Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach , 2014, INFORMS J. Comput..

[3]  Sonia Cafieri,et al.  On the composition of convex envelopes for quadrilinear terms , 2013 .

[4]  James R. Luedtke,et al.  Valid Inequalities for the Pooling Problem with Binary Variables , 2011, IPCO.

[5]  Oktay Günlük,et al.  Perspective Reformulation and Applications , 2012 .

[6]  Jeff T. Linderoth,et al.  FilMINT: An Outer-Approximation-Based Solver for Nonlinear Mixed Integer Programs , 2008 .

[7]  Pietro Belotti,et al.  Linear Inequalities for Bounded Products of Variables , 2011 .

[8]  James R. Luedtke,et al.  Some results on the strength of relaxations of multilinear functions , 2012, Math. Program..

[9]  Jeff T. Linderoth,et al.  Algorithms and Software for Convex Mixed Integer Nonlinear Programs , 2012 .

[10]  Jeff T. Linderoth,et al.  On Valid Inequalities for Quadratic Programming with Continuous Variables and Binary Indicators , 2013, IPCO.

[11]  Sven Leyffer,et al.  Modeling without categorical variables: a mixed-integer nonlinear program for the optimization of thermal insulation systems , 2010 .

[12]  Oktay Günlük,et al.  Perspective Relaxation of Mixed Integer Nonlinear Programs with Indicator Variables , 2008, IPCO.

[13]  Adam N. Letchford,et al.  On Nonconvex Quadratic Programming with Box Constraints , 2009, SIAM J. Optim..

[14]  James R. Luedtke,et al.  Linearization-based algorithms for mixed-integer nonlinear programs with convex continuous relaxation , 2014, Journal of Global Optimization.

[15]  Pietro Belotti,et al.  A Probing Algorithm for MINLP with Failure Prediction by SVM , 2011, CPAIOR.

[16]  Andrea Lodi,et al.  Disjunctive Cuts for Mixed Integer Nonlinear Programming Problems , 2012 .