A review and comparison of solvers for convex MINLP

Jan Kronqvist, David E. Bernal, Andreas Lundell, Ignacio E. Grossmann

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    56 Citeringar (Scopus)

    Sammanfattning

    In this paper, we present a review of deterministic software for solving convex MINLP problems as well as a comprehensive comparison of a large selection of commonly available solvers. As a test set, we have used all MINLP instances classified as convex in the problem library MINLPLib, resulting in a test set of 335 convex MINLP instances. A summary of the most common methods for solving convex MINLP problems is given to better highlight the differences between the solvers. To show how the solvers perform on problems with different properties, we have divided the test set into subsets based on the continuous relaxation gap, the degree of nonlinearity, and the relative number of discrete variables. The results also provide guidelines on how well suited a specific solver or method is for particular types of MINLP problems.
    OriginalspråkOdefinierat/okänt
    Sidor (från-till)397–455
    Antal sidor59
    TidskriftOptimization and Engineering
    Volym20
    DOI
    StatusPublicerad - 2019
    MoE-publikationstypA1 Tidskriftsartikel-refererad

    Nyckelord

    • MINLP solver
    • Solver comparison
    • Numerical benchmark
    • Convex MINLP

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