Questions tagged [minlp]

For questions about mathematical optimization problems with continuous and discrete variables and nonlinear functions in the objective function and/or the constraints. Should be synonymous with mixed-integer-nonlinear-programming tag.

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9
votes
2answers
179 views

MINLP involving integrals, sparse matrices and CDF of random variables. Best environment?

INTRODUCTION My research often involves solving MINLP problems with few constraints (usually two) and not many variables (say between one and three integer ones, and between one and five real-valued ...
2
votes
1answer
44 views

How to define a stationary point of the MINLP problem?

As we all know, KKT point and stationary point are well defined when the optimization variables are continuous in the problem. Now, I want to know whether there exist some special points except for ...
3
votes
0answers
68 views

Solving a nonlinear model with constraints of exponential functions and continuous variable multiplications

I have a nonlinearly-constrained model and wonder if a nonlinear solver like Ipopt or Knitro can solve the problem. Briefly, my objective function is linear. I have the following variables with their ...
7
votes
1answer
1k views

What are good reference books for introduction to operations research?

The reference books should cover the wide range of problem-solving techniques and methods.
2
votes
1answer
94 views

Large MINLP problem, searching for solver, tried BARON, ANTIGONE, DICOPT

I am working on a MINLP problem and am searching for a solver that works. I have tried ANTIGONE and receive the following "Termination Status: Infeasible Problem." I also tried DICOPT which ...
5
votes
3answers
207 views

Global Optimization when the exponential function is involved

I wonder if there are methods to determine the global optimum of MINLP problems, when the nonlinear functions involved are only of the form $Z = Y e^{- \alpha X}$, where $Y \ge 0$ and $X \ge 0$. Are ...
2
votes
2answers
73 views

MINLP Solution same as Global Optimum?

Is the solution to an MINLP problem the global optimum to this problem?
2
votes
1answer
945 views

how to implement a constraint with max/min function in pyomo

I am implementing a NLP problem in pyomo, and I am getting some issues for this constraint: \begin{equation} \forall i \in \lbrace 1, N \rbrace , \forall j \in \left\{1, M \right\}: Y_{i,j} \cdot ...
3
votes
1answer
155 views

How to define hybrid variables without using additional binary variables?

I am working on a large NLP model with equilibrium equations in which the variables are defined in the following form: $$x_i \in [L_B, U_B] \cup\{0\} \quad \text{where} \quad L_B \ \& \ U_B \in\...
13
votes
4answers
469 views

What global MINLP solvers support trigonometric functions?

What (deterministic) global optimization packages support trigonometric functions such as $\sin, \cos, \tan$ in the constraints or objective function? What limitations do they have? I am not asking ...
5
votes
2answers
118 views

What is the technique of branch-and-bound used in Knitro to solve MINLP?

I am using Knitro to solve an MINLP using branch-and-bound and I want to know about the reference or technique they are adopting to code their algorithm. I know that there are many applications of ...
4
votes
2answers
157 views

Solving a non-linear non-convex mixed-integer program

The optimization problem that I am dealing with is very similar to this example. In brief, I have some decision variables that can take real values with lower/upper bounds, and some other variables ...
10
votes
0answers
95 views

Is there a library of infeasible MINLP problems?

We have a number of test libraries to test solver performance like MINLPLIB, QPLIB, etc., but the problems in all libraries I know are overwhelmingly on the feasible side. Is there a library to test ...
7
votes
1answer
366 views

Understanding why this MINLP formulation is infeasible

Algebraic Formulation - Note: All parameter values are subject to change, I have just used the numbers you see here as place holders for the time being. Additionally, there are a few other equations ...
8
votes
1answer
385 views

Do the KKT conditions hold for mixed integer nonlinear problems?

I was wondering if the KKT conditions are applicable for for MINLPs, and if not, why not? What about the case when the integer variables are modeled using constraints involving just continuous ...
9
votes
2answers
267 views

Integer Decision Variables Always Forced to Zero in Minimization Problem (MINLP)

I am trying to write out a MINLP problem of optimal control for an invasive species and the code that I have for my PYOMO model is below. Some of the initialization values take from an Excel ...
8
votes
1answer
625 views

Formulating a MINLP for CPLEX in PYOMO

I am trying to do my first MINLP problem using PYOMO and CPLEX - although I am not committed to using CPLEX, but it was recommended to me. To my understanding you need to formulate your problem in ...