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

Kestävän tulevaisuuden teknologiat

Tutkimustuotos: Artikkeli kirjassa/raportissa/konferenssijulkaisussa › Konferenssiartikkeli › Tieteellinen › vertaisarvioitu

5 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.

Alkuperäiskieli	Ei tiedossa
Otsikko	27 European Symposium on Computer Aided Process Engineering
Toimittajat	Antonio Espuña, Moisès Graells, Luis Puigjaner
Kustantaja	Elsevier
Sivut	2137–2142
ISBN (elektroninen)	9780444639707
ISBN (painettu)	978-0-444-63965-3
DOI - pysyväislinkit	https://doi.org/10.1016/B978-0-444-63965-3.50358-5
Tila	Julkaistu - 2017
OKM-julkaisutyyppi	A4 Artikkeli konferenssijulkaisuussa
Tapahtuma	European Symposium on Computer Aided Process Engineering - 28th European Symposium on Computer Aided Process Engineering (ESCAPE 28) Kesto: 10 kesäk. 2018 → 13 kesäk. 2018

Konferenssi

Konferenssi	European Symposium on Computer Aided Process Engineering
Ajanjakso	10/06/18 → 13/06/18

Pääsy asiakirjaan

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

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

Viittausmuodot

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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.",

author = "Andreas Lundell and Jan Kronqvist and Tapio Westerlund",

note = "vst; European Symposium on Computer Aided Process Engineering ; Conference date: 10-06-2018 Through 13-06-2018",

year = "2017",

doi = "10.1016/B978-0-444-63965-3.50358-5",

language = "Odefinierat/ok{\"a}nt",

isbn = "978-0-444-63965-3",

pages = "2137–2142",

editor = "Antonio Espu{\~n}a and Mois{\`e}s Graells and Luis Puigjaner",

booktitle = "27 European Symposium on Computer Aided Process Engineering",

publisher = "Elsevier",

}

Lundell, A, Kronqvist, J & Westerlund, T 2017, SHOT – A global solver for convex MINLP in Wolfram Mathematica. julkaisussa A Espuña, M Graells & L Puigjaner (toim), 27 European Symposium on Computer Aided Process Engineering. Elsevier, Sivut 2137–2142, European Symposium on Computer Aided Process Engineering, 10/06/18. https://doi.org/10.1016/B978-0-444-63965-3.50358-5

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

Tutkimustuotos: Artikkeli kirjassa/raportissa/konferenssijulkaisussa › Konferenssiartikkeli › Tieteellinen › vertaisarvioitu

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N2 - 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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