A recipe for finding good solutions to MINLPs

نویسندگان

  • Leo Liberti
  • Nenad Mladenovic
  • Giacomo Nannicini
چکیده

Finding good (or even just feasible) solutions for Mixed-Integer Nonlinear Programming problems independently of the specific problem structure is a very hard but practically important task, especially when the objective and/or the constraints are nonconvex. With this goal in mind, we present a general-purpose heuristic based on Variable Neighborhood Search, Local Branching, a local Nonlinear Programming algorithm and Branch-and-Bound. We test the proposed approach on MINLPLib, comparing with several existing heuristic and exact methods. An implementation of the proposed heuristic is freely available and can employ all NLP/MINLP solvers with an AMPL interface as the main search tools.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Good Recipe for Solving MINLPs

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 t...

متن کامل

Solving Large-Scale Nonlinear Programming Problems by Constraint Partitioning

In this paper, we present a constraint-partitioning approach for finding local optimal solutions of large-scale mixed-integer nonlinear programming problems (MINLPs). Based on our observation that MINLPs in many engineering applications have highly structured constraints, we propose to partition these MINLPs by their constraints into subproblems, solve each subproblem by an existing solver, and...

متن کامل

LaGO - An Object Oriented Library for Solving MINLPs

The paper describes a software package called LaGO for solving nonconvex mixed integer nonlinear programs (MINLPs). The main component of LaGO is a convex relaxation which is used for generating solution candidates and computing lower bounds of the optimal value. The relaxation is generated by reformulating the given MINLP as a block-separable problem, and replacing nonconvex functions by conve...

متن کامل

A Branch and Bound Method for Finding Flow Path Designing of Agv Systems (RESEARCH NOTE)

One of the important factor in the design of automated guided vehicle systems (AGVS) is the flow path design. This paper presents a branch-and-bound algorithm to determining the flow path by considering not only loaded-vehicles, but also empty-vehicles. The objective is to find the flow path, which will minimize total travel of loaded vehicles. We know that in branch-and-bound method a branch c...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Math. Program. Comput.

دوره 3  شماره 

صفحات  -

تاریخ انتشار 2011