Couenne
Branching and bounds tightening techniques for non-connvex MINLP. Many industrial problems can be naturally formulated using mixed integer non-linear programming (MINLP) models and can be solved by spatial Branch& Bound (sBB) techniques. We study the impact of two important parts of sBB methods: bounds tightening (BT) and branching strategies. We extend a branching technique originally developed for MILP, reliability branching, to the MINLP case. Motivated by the demand for open-source solvers for real-world MINLP problems, we have developed an sBB software package named couenne (Convex Over- and Under-ENvelopes for Non-linear Estimation) and used it for extensive tests on several combinations of BT and branching techniques on a set of publicly available and real-world MINLP instances. We also compare the performance of couenne with a state-of-the-art MINLP solver.
Keywords for this software
References in zbMATH (referenced in 32 articles )
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