An overview of MINLP algorithms and their implementation in Muriqui Optimizer

Wendel Melo (), Marcia Fampa () and Fernanda Raupp ()
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Wendel Melo: Federal University of Uberlandia
Marcia Fampa: Federal University of Rio de Janeiro
Fernanda Raupp: National Laboratory for Scientific Computing (LNCC) of the Ministry of Science, Technology and Innovation

Annals of Operations Research, 2020, vol. 286, issue 1, No 10, 217-241

Abstract: Abstract We present an overview of the main algorithms in the literature for convex mixed integer nonlinear programming and discuss aspects of their implementation in a new open source computational package called Muriqui Optimizer. We provide extensive computational results comparing the implementations of all approaches considered on a set of 343 benchmark test problems. Finally, we present to the technical and scientific community the new software Muriqui Optimizer.

Keywords: Mixed integer nonlinear programming; Review; Algorithm comparison; Solver; Muriqui Optimizer (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10479-018-2872-5

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