Computational Experience of an Interior-Point Algorithm in a Parallel Branch-and-Cut Framework
نویسندگان
چکیده
An interior-point algorithm within a branch-and-bound framework for solving nonlinear mixed integer programs is described. In contrast to solving the relaxation to optimality at each tree node, the relaxation is only solved to near-optimality. Analogous to using advanced bases for warmstart solutions in the case of linear MIP, a \dynamic" collection of warmstart vectors is kept. Computational results on various classes of nonlinear mixed integer programs are presented.
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