SHOT – A global solver for convex MINLP in Wolfram Mathematica

A4 Conference proceedings

Internal Authors/Editors

Publication Details

List of Authors: Andreas Lundell, Jan Kronqvist, Tapio Westerlund
Editors: Antonio Espuña, Moisès Graells, Luis Puigjaner
Publication year: 2017
Publisher: Elsevier
Book title: 27 European Symposium on Computer Aided Process Engineering
Title of series: Computer Aided Chemical Engineering
Volume number: 40
Start page: 2137
End page: 2142
ISBN: 978-0-444-63965-3
eISBN: 9780444639707
ISSN: 1570-7946


In this paper a new open source solver for convex mixed-integer nonlinear programming (MINLP) implemented in Wolfram Mathematica is described. The Supporting Hyperplane Optimization Toolkit (SHOT) solver implements two methods for MINLP based on polyhedral outer approximations, namely the Extended Supporting Hyperplane (ESH) and Extended Cutting Plane (ECP) algorithms. Included in the solver are also routines to import optimization problems from the Optimization Services instance Language (OSiL) to Mathematica expressions. By considering some test instances, we show that the heuristic solvers available in Mathematica are often not able to find the global solution even to convex MINLP problems, clearly indicating the benefits of the new solver.

Last updated on 2020-26-01 at 04:50