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A Good Recipe for Solving MINLPs

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Matheuristics

Part of the book series: Annals of Information Systems ((AOIS,volume 10))

Abstract

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 useful task, especially when the objective and/or the constraints are nonconvex. We present a general-purpose heuristic based on Variable Neighbourhood Search, Local Bran-ching, Sequential Quadratic Programming and Branch-and-Bound. We test the proposed approach on the MINLPLib, discussing optimality, reliability and speed.

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Acknowledgements

We are very grateful to Prof. Tapio Westerlund for carefully checking all the computational results and informing us of some misprints on the MINLPLib website.

Author information

Authors and Affiliations

  1. LIX, École Polytechnique, Palaiseau, France

    Leo Liberti & Giacomo Nannicini

  2. Brunel University, London, UK

    Nenad Mladenović

  3. Institute of Mathematics, Academy of Sciences, Belgrade, Serbia

    Nenad Mladenović

Authors
  1. Leo Liberti
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  2. Giacomo Nannicini
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  3. Nenad Mladenović
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Corresponding author

Correspondence to Leo Liberti .

Editor information

Editors and Affiliations

  1. Dipto. Scienze dell‘Informazione, Universitá di Bologna, Contrada Sacchi 3, Cesena, 47023, Italy

    Vittorio Maniezzo

  2. Avenue Franklin Roosevelt 50, Bruxelles, 1050, Belgium

    Thomas Stützle

  3. Dept. Wirtschaftswissenschaften, Inst. Wirtschaftsinformatik, Universität Hamburg, Von-Melle-Park 5, Hamburg, 20146, Germany

    Stefan Voß

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Liberti, L., Nannicini, G., Mladenović, N. (2009). A Good Recipe for Solving MINLPs. In: Maniezzo, V., Stützle, T., Voß, S. (eds) Matheuristics. Annals of Information Systems, vol 10. Springer, Boston, MA. https://doi.org/10.1007/978-1-4419-1306-7_9

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