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Integrating SQP and branch-and-bound for Mixed Integer Nonlinear Programming (1998)  (Make Corrections)  (2 citations)
Sven Leyffer
Computational Optimization and Applications



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Abstract: This paper considers the solution of Mixed Integer Nonlinear Programming (MINLP) problems. Classical methods for the solution of MINLP problems decompose the problem by separating the nonlinear part from the integer part. This approach is largely due to the existence of packaged software for solving Nonlinear Programming (NLP) and Mixed Integer Linear Programming problems. In contrast, an integrated approach to solving MINLP problems is considered here. This new algorithm is based on... (Update)

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.... continuous multiproduct plants [9] Al gorithms for solving MINLP problems include the following: Branch and Bound (BB) see [3] 10] and [15]) Outer Approximation (OA) see [6] 7] and [26] Generalized Benders Decomposition (GBD) 8] Extended Cutting Plane (ECP) 24]...

...in solving subproblem UB = max j UB j end while The root node is the problem with the integer restrictions relaxed. For more details consult [1, 4, 8]. When dealing with semi continuous variables, we need to change just a few things. A variable x k is considered...

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Branch-And-Bound Methods For An Minlp Model With.. - Kalvelagen (2003)   (Correct)
Generalized Convex Disjunctive Programming: Nonlinear Convex.. - Grossmann, Lee (2001)   (Correct)

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0.8:   Numerical experience with lower bounds for MIQP branch-and-bound - Fletcher, Leyffer (1995)   (Correct)
0.6:   Nonlinear Programming without a penalty function - Fletcher, Leyffer (2000)   (Correct)
0.5:   Nonlinear and Mixed-Integer Optimization in Chemical.. - Adjiman, Schweiger..   (Correct)

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0.8:   Mixed-Integer Nonlinear Programming - Armin   (Correct)
0.7:   Review of Nonlinear Mixed-Integer and Disjunctive Programming.. - Grossmann (2002)   (Correct)
0.5:   GAMS/DICOPT: A Discrete Continuous Optimization Package - Jagadisan   (Correct)

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2:   An improved branch and bound algorithm for mixed integer nonlinear programs (context) - Borchers, Mitchell - 1991
2:   Branch and bound experiments in convex nonlinear integer programing (context) - Gupta, Ravindran - 1985

BibTeX entry:   (Update)

Leyffer S., Integrating SQP and branch-and-bound for Mixed Integer Nonlinear Programming. Computational Optimization and Applications 18, (2001) 295-309. http://citeseer.ist.psu.edu/leyffer98integrating.html   More

@article{ leyffer01integrating,
    author = "S. Leyffer",
    title = "Integrating {SQP} and branch-and-bound for mixed integer nonlinear programming",
    journal = "Computational Optimization and Applications",
    volume = "18",
    pages = "295--309",
    year = "2001",
    url = "citeseer.ist.psu.edu/leyffer98integrating.html" }
Citations (may not include all citations):
686   Practical Methods of Optimization (context) - Fletcher - 1987
125   LANCELOT: a Fortran package for large-scale nonlinear optimi.. (context) - Conn, Gould et al. - 1992
64   Global Optimization: Deterministic Approaches (context) - Horst, Tuy - 1993
58   Nonlinear programming without a penalty function - Fletcher, Leyffer - 1997
35   An outer-approximation algorithm for a class of mixed-- inte.. (context) - Duran, Grossmann - 1986
34   Generalized benders decomposition (context) - Geoffrion - 1972
33   A globally convergent method for nonlinear programming (context) - Han - 1977
25   An automatic method for solving discrete programming problem.. (context) - Land, Doig - 1960
17   An improved branch and bound algorithm for Mixed Integer Non.. (context) - Borchers, Mitchell - 1994
14   Branch and bound experiments in convex nonlinear integer pro.. (context) - Gupta, Ravindran - 1985
12   A tree search algorithm for mixed integer programming proble.. (context) - Dakin - 1965
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7   Solving mixed integer nonlinear programs by outer approximat.. - Fletcher, Leyffer - 1994
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4   Decomposition in general mathematical programming (context) - Flippo, Rinnoy - 1993
4   NLP based branch--and--bound algorithm for convex MINLP opti.. (context) - Quesada, Grossmann - 1992
4   Models and methods of solution of quadratic integer programm.. (context) - Volkovich, Roshchin et al. - 1987
3   Numerical Analysis Report NA (context) - Fletcher, Leyffer - 1998
3   A comparison of branch and bound and outer approximation met.. (context) - Borchers, Mitchell - 1995
2   The State of the Art in Numerical Analysis (context) - Conn, Gould et al. - 1996
1   Optimal feed location and number of trays for distillation c.. (context) - Viswanathan, Grossmann - 1993
1   Solving a production optimization problem in the paper indus.. (context) - Westerlund, Isaksson et al. - 1995
1   Optimal design of multipurpose batch plants (context) - Grossmann, Sargent - 1979

Documents on the same site (http://www.mcs.dundee.ac.uk:8080/~sleyffer/):   More
Generalized Outer Approximation - Leyffer   (Correct)
Nonlinear Programming without a penalty function - Fletcher, Leyffer (1998)   (Correct)
On the Global Convergence of an SLP-Filter Algorithm - Fletcher, Leyffer, Toint (1998)   (Correct)

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