A Good Recipe for Solving MINLPs

نویسندگان

  • Leo Liberti
  • Giacomo Nannicini
  • Nenad Mladenovic
چکیده

Finding good (or even just feasible) solutions for MixedInteger Nonlinear Programming problems independently of the specific problem structure is a very hard but practically useful task, specially when the objective/constraints are nonconvex. We present a generalpurpose heuristic based on Variable Neighbourhood Search, Local Branching, Sequential Quadratic Programming and Branch-and-Bound. We test the proposed approach on the MINLPLib, discussing optimality, reliability and speed.

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تاریخ انتشار 2010