SCIP: global optimization of mixed-integer nonlinear programs in a branch-and-cut framework

@article{Vigerske2018SCIPGO,
  title={SCIP: global optimization of mixed-integer nonlinear programs in a branch-and-cut framework},
  author={Stefan Vigerske and Ambros M. Gleixner},
  journal={Optimization Methods and Software},
  year={2018},
  volume={33},
  pages={563-593}
}
This paper describes the extensions that were added to the constraint integer programming framework SCIP in order to enable it to solve convex and nonconvex mixed-integer nonlinear programs (MINLPs) to global optimality. SCIP implements a spatial branch-and-bound algorithm based on a linear outer-approximation, which is computed by convex overand underestimation of nonconvex functions. An expression graph representation of nonlinear constraints allows for bound tightening, structure analysis… CONTINUE READING

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