On branching rules for convex mixed-integer nonlinear optimization

Pierre Bonami*, Jon Lee, Sven Leyffer, Andreas Wachter

*Corresponding author for this work

Research output: Contribution to journalConference article

5 Scopus citations

Abstract

Branch-and-Bound (B&B) is perhaps the most fundamental algorithm for the global solution of convex Mixed-Integer Nonlinear Programming (MINLP) problems. It is well-known that carrying out branching in a nonsimplistic manner can greatly enhance the practicality of B&B in the context of Mixed-Integer Linear Programming (MILP). No detailed study of branching has heretofore been carried out for MINLP. In this article, we study and identify useful sophisticated branching methods for MINLP, including novel approaches based on approximations of the nonlinear relaxations by linear and quadratic programs.

Original languageEnglish (US)
Article number2532568
JournalACM Journal of Experimental Algorithmics
Volume18
DOIs
StatePublished - Jan 1 2013
Event9th International Symposium on Experimental Algorithms, SEA 2010 - Naples, Italy
Duration: May 20 2010May 22 2010

Keywords

  • Branch-and-bound
  • Mixed-integer nonlinear programming
  • Strong-Branching

ASJC Scopus subject areas

  • Theoretical Computer Science

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