Numerical Experiments with Nonconvex MINLP Problems

Florbela P. Fernandes, M. Fernanda P. Costa, Edite M. G. P. Fernandes, Theodore E. Simos, George Psihoyios, Ch. Tsitouras

Type: Article

Publication Date: 2010-01-01

Citations: 0

DOI: https://doi.org/10.1063/1.3498661

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Abstract

We present a methodology to solve nonconvex Mixed‐Integer Nonlinear Programming problems, that combines the Branch‐and‐Bound and simulated annealing type methods, which was implemented in MATLAB. A set of benchmark functions with simple bounds and different dimensions was used to analyze its practical behaviour. We exhibit computational results showing the good performance of the method.

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AIP conference proceedings - View
RepositóriUM (Universidade do Minho) - View - PDF

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+	Heuristic pattern search and its hybridization with simulated annealing for nonlinear global optimization	2004	Abdel-Rahman Hedar Masao Fukushima
+	Deterministic Methods for Mixed Integer Nonlinear Programming	1993	Sven Leyffer
+	Retrospective on optimization	2004	Lorenz T. Biegler Ignacio E. Grossmann
+	FilMINT: An Outer-Approximation-Based Solver for Nonlinear Mixed Integer Programs	2008	Kumar Abhishek Sven Leyffer Jeff Linderoth