SHOT – A global solver for convex MINLP in Wolfram Mathematica

Andreas Lundell; Jan Kronqvist; Tapio Westerlund

doi:10.1016/B978-0-444-63965-3.50358-5

SHOT – A global solver for convex MINLP in Wolfram Mathematica

Andreas Lundell, Jan Kronqvist, Tapio Westerlund

Technologies for a Sustainable Future

Research output: Chapter in Book/Conference proceeding › Conference contribution › Scientific › peer-review

7 Citations (Scopus)

Abstract

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.

Original language	Undefined/Unknown
Title of host publication	27 European Symposium on Computer Aided Process Engineering
Editors	Antonio Espuña, Moisès Graells, Luis Puigjaner
Publisher	Elsevier
Pages	2137–2142
ISBN (Electronic)	9780444639707
ISBN (Print)	978-0-444-63965-3
DOIs	https://doi.org/10.1016/B978-0-444-63965-3.50358-5
Publication status	Published - 2017
MoE publication type	A4 Article in a conference publication
Event	European Symposium on Computer Aided Process Engineering - 28th European Symposium on Computer Aided Process Engineering (ESCAPE 28) Duration: 10 Jun 2018 → 13 Jun 2018

Conference

Conference	European Symposium on Computer Aided Process Engineering
Period	10/06/18 → 13/06/18

Access to Document

10.1016/B978-0-444-63965-3.50358-5

https://doi.org/10.1016/B978-0-444-63965-3.50358-5

Cite this

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title = "SHOT – A global solver for convex MINLP in Wolfram Mathematica",

abstract = "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.",

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SHOT – A global solver for convex MINLP in Wolfram Mathematica. / Lundell, Andreas; Kronqvist, Jan; Westerlund, Tapio.
27 European Symposium on Computer Aided Process Engineering. ed. / Antonio Espuña; Moisès Graells; Luis Puigjaner. Elsevier, 2017. p. 2137–2142.

Research output: Chapter in Book/Conference proceeding › Conference contribution › Scientific › peer-review

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