A computational comparison of branch and bound and outer approximation algorithms for 0–1 mixed integer nonlinear programs

In this paper we compare the performance of two codes for convex 0–1 mixed integer nonlinear programs on a number of test problems. The first code uses a branch and bound algorithm. The second code is a commercially available implementation of an outer approximation algorithm. The comparison demonst...

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Vydáno v:Computers & operations research Ročník 24; číslo 8; s. 699 - 701
Hlavní autoři: Borchers, Brian, Mitchell, John E.
Médium: Journal Article
Jazyk:angličtina
Vydáno: Oxford Elsevier Ltd 01.08.1997
Elsevier Science
Pergamon Press Inc
Témata:
Algorithms
Applied sciences
Approximation
Comparative analysis
Exact sciences and technology
Flows in networks. Combinatorial problems
Nonlinear programming
Operational research and scientific management
Operational research. Management science
Portfolio theory
Studies
Approximation
Portfolio selection
Branch and bound method
Combinatorial problem
Mixed integer programming
Non linear programming
Comparative study
ISSN:0305-0548, 1873-765X, 0305-0548
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Shrnutí:In this paper we compare the performance of two codes for convex 0–1 mixed integer nonlinear programs on a number of test problems. The first code uses a branch and bound algorithm. The second code is a commercially available implementation of an outer approximation algorithm. The comparison demonstrates that both approaches are generally capable of solving the test problems. However, there are significant differences in the robustness of the two codes and their performance on different classes of problems.
Bibliografie:ObjectType-Article-1
SourceType-Scholarly Journals-1
content type line 14
ISSN:0305-0548
1873-765X
0305-0548
DOI:10.1016/S0305-0548(97)00002-6