An improved branch and bound algorithm for mixed integer nonlinear programs

Abstract

This report describes a branch and bound code for zero one mixed integer nonlinear programs with convex objective functions and constraints The code uses heuristics to detect subproblems which do not have inte gral solutions When the code detects such a subproblem it creates two new subproblems instead of solving the current problem to optimality Computational results on sample problems show that these heuristics can signi cantly decrease solution times for some problems Research partially supported by ONR Grant number N J This paper is taken in part from a thesis to be submitted by Brian Borchers in partial ful llment for the degree of Doctor of Philosophy in the Department of Mathematical Sciences at Rensselaer Polytechnic Institute

DOI: 10.1016/0305-0548(94)90024-8

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@article{Borchers1994AnIB, title={An improved branch and bound algorithm for mixed integer nonlinear programs}, author={Brian Borchers and John E. Mitchell}, journal={Computers & OR}, year={1994}, volume={21}, pages={359-367} }