The supporting hyperplane optimization toolkit for convex MINLP

In this paper, an open-source solver for mixed-integer nonlinear programming (MINLP) problems is presented. The Supporting Hyperplane Optimization Toolkit (SHOT) combines a dual strategy based on polyhedral outer approximations (POA) with primal heuristics. The POA is achieved by expressing the nonl...

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Bibliographic Details
Published in:	Journal of global optimization Vol. 84; no. 1; pp. 1 - 41
Main Authors:	Lundell, Andreas, Kronqvist, Jan, Westerlund, Tapio
Format:	Journal Article
Language:	English
Published:	New York Springer US 01.09.2022 Springer Springer Nature B.V
Subjects:	Algorithms Approximation algorithms Benchmarking Benchmarks Computer Science Convex mixed-integer nonlinear programming Convex mixed-integer nonlinear programming (MINLP) Cutting plane algorithms Extended cutting plane (ECP) algorithm Extended cutting plane algorithm Extended supporting hyperplane (ESH) algorithm Extended supporting hyperplane algorithm Forestry Geometry Hyperplanes Integer programming Iterative methods Linear programming Linearization Mathematics Mathematics and Statistics Mixed integer Mixed-integer nonlinear programming Multi-tree and single-tree algorithm Multi-tree and single-tree algorithms Nonlinear programming Open source software Operations Research/Decision Theory Optimisations Optimization Outer approximation Polyhedral outer approximation Polyhedral outer approximation (POA) Real Functions Solvers Supporting hyperplane optimization toolkit Supporting hyperplane optimization toolkit (SHOT) Toolkits Tree algorithms Trees (mathematics) Convex mixed-integer nonlinear programming (MINLP) Multi-tree and single-tree algorithms Extended cutting plane (ECP) algorithm Polyhedral outer approximation (POA) Supporting hyperplane optimization toolkit (SHOT) Extended supporting hyperplane (ESH) algorithm
ISSN:	0925-5001, 1573-2916, 1573-2916
Online Access:	Get full text
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