FilMINT: An Outer Approximation-Based Solver for Convex Mixed-Integer Nonlinear Programs

@article{Abhishek2010FilMINTAO,
  title={FilMINT: An Outer Approximation-Based Solver for Convex Mixed-Integer Nonlinear Programs},
  author={Kumar Abhishek and Sven Leyffer and Jeff T. Linderoth},
  journal={INFORMS Journal on Computing},
  year={2010},
  volume={22},
  pages={555-567}
}
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 Quesada and Grossmann [Quesada, I., I. E. Grossmann. 1992. An LP/NLP based branch-and-bound algorithm for convex MINLP optimization problems. Comput. Chemical Engrg.16(10--11) 937--947] 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… CONTINUE READING

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