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FilMINT

swMATH ID: 6197
Software Authors: Abhishek, Kumar; Leyffer, Sven; Linderoth, Jeff
Description: FilMINT: an outer approximation-based solver for convex mixed-integer nonlinear programs. We describe a new solver for convex mixed-integer nonlinear programs (MINLPs) that implements a linearization-based algorithm. The solver is based on an algorithm of {it I. Quesada} and {it I. E. Grossmann} [“An LP/NLP based branch-and-bound algorithm for convex MINLP optimization problems.” Comput. Chemical Engrg. 16, No. 10–11, 937–947 (1992)] that avoids the complete re-solution of a master mixed-integer linear program (MILP) by adding new linearizations at open nodes of the branch-and-bound tree whenever an integer solution is found. The new solver, FilMINT, combines the MINTO branch-and-cut framework for MILP with filterSQP to solve the nonlinear programs that arise as subproblems in the algorithm. The MINTO framework allows us to easily employ cutting planes, primal heuristics, and other well-known MILP enhancements for MINLPs. We present detailed computational experiments that show the benefit of such advanced MILP techniques. We offer new suggestions for generating and managing linearizations that are shown to be efficient on a wide range of MINLPs. By carefully incorporating and tuning all these enhancements, an effective solver for convex MINLPs is constructed.
Homepage: http://www.neos-server.org/neos/solvers/minco:FilMINT/AMPL.html
Keywords: FilMINT; mixed-integer nonlinear programming; outer approximation; LP/NLP-based branch and bound; MINTO
Related Software: Bonmin; Ipopt; SCIP; MINLPLib; CPLEX; AMPL; FEASPUMP; GAMS; MINOTAUR; BARON; KNITRO; minlpBB; Couenne; DICOPT; filterSQP; MINTO; MINLP; LINDO; LINDOGlobal; Gurobi
Cited in: 53 Documents

Standard Articles

1 Publication describing the Software, including 1 Publication in zbMATH Year
FilMINT: an outer approximation-based solver for convex mixed-integer nonlinear programs. Zbl 1243.90142
Abhishek, Kumar; Leyffer, Sven; Linderoth, Jeff
2010
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Cited by 105 Authors

8 Vielma, Juan Pablo
6 Bonami, Pierre
6 Leyffer, Sven
6 Linderoth, Jeff T.
4 Lubin, Miles
4 Luedtke, James R.
3 Grossmann, Ignacio E.
3 Kılınç, Mustafa R.
3 Lodi, Andrea
3 Sager, Sebastian
2 Abhishek, Kumar
2 Bent, Russell W.
2 Berthold, Timo
2 D’Ambrosio, Claudia
2 Dey, Santanu Subhas
2 Gleixner, Ambros M.
2 Heinz, Stefan
2 Hijazi, Hassan
2 Kirches, Christian
2 Kronqvist, Jan
2 Nannicini, Giacomo
2 Ouorou, Adam
2 Sharma, Meenarli
2 Vigerske, Stefan
2 Yamangil, Emre
1 Ahmed, Shabbir
1 Alizadeh, Ash A.
1 Atamtürk, Alper
1 Barth, Carola M.
1 Batista, Pablor L.
1 Belotti, Pietro
1 Benson, Hande Y.
1 Bernal, David E.
1 Bock, Hans Georg
1 Camponogara, Eduardo
1 Cao, Cuiwen
1 Cornuéjols, Gérard P.
1 Dadush, Daniel
1 de Castro, Melissa Pereira
1 Diedam, Holger
1 Diehl, Moritz Mathias
1 Diehn, Maximilian
1 Dunning, Iain
1 Engelhart, Michael
1 Fajdek, Bartłomiej
1 Fortz, Bernard
1 Frangioni, Antonio
1 Funke, Joachim
1 Furini, Fabio
1 Gentile, Claudio
1 Gómez, Andrés
1 Gonçalves, João P. M.
1 Grimm, Veronika
1 Gu, Xingsheng
1 Günlük, Oktay
1 Gupte, Akshay
1 Hahn, Mirko
1 Hamzeei, Mahdi
1 Huang, Yongxi
1 Huchette, Joey
1 Jung, Michael Norman Helmut Gerhard
1 Kleinert, Thomas
1 Krokhmal, Pavlo A.
1 Labbé, Martine V.
1 Lee, Jon
1 Liberti, Leo
1 Linderoth, Jeffrey T.
1 Louveaux, François V.
1 Lü, Jie
1 Lundell, Andreas
1 Maculan Filho, Nelson
1 Mahajan, Ashutosh
1 Malaguti, Enrico
1 Mladenović, Nenad
1 Munson, Todd S.
1 Narayanan, Vishnu
1 Negreiros, Marcos J.
1 Nemhauser, George L.
1 Newman, Aaron M.
1 Pagano, Daniel Juan
1 Palhano, Augusto W. C.
1 Palkar, Prashant
1 Peng, Zedong
1 Plucenio, Agustinho
1 Poss, Michael
1 Prokopyev, Oleg Alexan
1 Pytlak, Radosław
1 Reid, Stephen
1 Rodrigues, João A.
1 Ruiz, Juan P.
1 Ruthotto, Lars
1 Saxena, Anureet
1 Schmidt, Martin
1 Stachura, Marcin
1 Tarnawski, Tomasz
1 Thomopulos, Dimitri
1 Tibshirani, Robert John
1 Toriello, Alejandro
1 Trespalacios, Francisco
1 Vanaret, Charlie
...and 5 more Authors
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Cited in 17 Serials

8 Mathematical Programming. Series A. Series B
5 Computational Optimization and Applications
5 INFORMS Journal on Computing
5 Mathematical Programming Computation
4 Journal of Global Optimization
3 European Journal of Operational Research
3 Optimization and Engineering
2 Mathematics of Operations Research
2 Annals of Operations Research
2 Optimization Methods & Software
2 Mathematical Methods of Operations Research
1 Applied Mathematical Modelling
1 SIAM Journal on Optimization
1 Journal of Applied Statistics
1 4OR
1 Discrete Optimization
1 Numerical Algebra, Control and Optimization
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Cited in 9 Fields

52 Operations research, mathematical programming (90-XX)
5 Calculus of variations and optimal control; optimization (49-XX)
3 Numerical analysis (65-XX)
2 Computer science (68-XX)
2 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2 Systems theory; control (93-XX)
1 Approximations and expansions (41-XX)
1 Statistics (62-XX)
1 Classical thermodynamics, heat transfer (80-XX)

Citations by Year