SHOT – A global solver for convex MINLP in Wolfram Mathematica

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4 Sitaatiot (Scopus)

Abstrakti

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.

AlkuperäiskieliEi tiedossa
Otsikko27 European Symposium on Computer Aided Process Engineering
ToimittajatAntonio Espuña, Moisès Graells, Luis Puigjaner
KustantajaElsevier
Sivut2137–2142
ISBN (elektroninen)9780444639707
ISBN (painettu)978-0-444-63965-3
DOI - pysyväislinkit
TilaJulkaistu - 2017
OKM-julkaisutyyppiA4 Artikkeli konferenssijulkaisuussa
TapahtumaEuropean Symposium on Computer Aided Process Engineering - 28th European Symposium on Computer Aided Process Engineering (ESCAPE 28)
Kesto: 10 kesäk. 201813 kesäk. 2018

Konferenssi

KonferenssiEuropean Symposium on Computer Aided Process Engineering
Ajanjakso10/06/1813/06/18

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