SHOT – A global solver for convex MINLP in Wolfram Mathematica

A4 Konferenspublikationer


Interna författare/redaktörer


Publikationens författare: Andreas Lundell, Jan Kronqvist, Tapio Westerlund
Redaktörer: Antonio Espuña, Moisès Graells, Luis Puigjaner
Publiceringsår: 2017
Förläggare: Elsevier
Moderpublikationens namn: 27 European Symposium on Computer Aided Process Engineering
Seriens namn: Computer Aided Chemical Engineering
Volym: 40
Artikelns första sida, sidnummer: 2137
Artikelns sista sida, sidnummer: 2142
ISBN: 978-0-444-63965-3
eISBN: 9780444639707
ISSN: 1570-7946


Abstrakt

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.


Senast uppdaterad 2019-08-12 vid 03:34