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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Vydáno v:	Journal of global optimization Ročník 84; číslo 1; s. 1 - 41
Hlavní autoři:	Lundell, Andreas, Kronqvist, Jan, Westerlund, Tapio
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	New York Springer US 01.09.2022 Springer Springer Nature B.V
Témata:	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
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