SHOT – A global solver for convex MINLP in Wolfram Mathematica

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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 languageUndefined/Unknown
Title of host publication27 European Symposium on Computer Aided Process Engineering
EditorsAntonio Espuña, Moisès Graells, Luis Puigjaner
PublisherElsevier
Pages2137–2142
ISBN (Electronic)9780444639707
ISBN (Print)978-0-444-63965-3
DOIs
Publication statusPublished - 2017
MoE publication typeA4 Article in a conference publication
EventEuropean Symposium on Computer Aided Process Engineering - 28th European Symposium on Computer Aided Process Engineering (ESCAPE 28)
Duration: 10 Jun 201813 Jun 2018

Conference

ConferenceEuropean Symposium on Computer Aided Process Engineering
Period10/06/1813/06/18

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