Journal
OPTIMIZATION METHODS & SOFTWARE
Volume 26, Issue 6, Pages 911-931Publisher
TAYLOR & FRANCIS LTD
DOI: 10.1080/10556781003799303
Keywords
interior-point methods; nonlinear programming; integer programming
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Funding
- ONR [N00014-04-1-0145]
- NSF [CCF-0725692]
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In this paper, we outline an algorithm for solving mixed integer nonlinear programming (MINLP) problems. The approach uses a branch-and-bound framework for handling the integer variables and an infeasible interior-point method for solving the resulting nonlinear subproblems. We report on the details of the implementation, including the efficient pruning of the branch-and-bound tree via equilibrium constraints, warmstart strategies for interior-point methods, and the handling of infeasible subproblems, and present numerical results on a standard problem library. Our goal is to demonstrate the viability of interior-point methods, with suitable modifications, to be used within any MINLP framework, and the numerical results provided are quite encouraging.
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