Introduction to Nonlinear and Mixed-Integer Optimization

This chapter presents an introduction to the class of mixed-integer nonlinear MINLP optimization problems. Section 20.1 presents the motivation for studying MINLP problems. Section 20.2 discusses the mathematical formulation and outlines the theoretical and algorithmic challenges. Section 20.3 provides an overview of the local MINLP optimization algorithms which can address convex MINLP problems rigorously. Finally, section 20.4 outlines the global MINLP optimization approaches for nonconvex MINLP optimization problems.