1793. Hexaly, a new kind of global optimization solver
Invited abstract in session TA-43: Global and Nonlinear Solvers, stream Software for Optimization.
Tuesday, 8:30-10:00Room: Newlyn GR.07
Authors (first author is the speaker)
| 1. | Frédéric Gardi
|
| Hexaly |
Abstract
Hexaly is a new kind of global optimization solver. Hexaly APIs unify modeling concepts from mixed-linear programming, nonlinear programming, and constraint programming. Its modeling interface is nonlinear and set-oriented. It also supports user-coded functions, thus enabling black-box optimization and, more particularly, simulation optimization. Under the hood, Hexaly combines various exact and heuristic optimization methods: spatial branch-and-bound, simplex methods, interior-point methods, automatic Dantzig-Wolfe reformulation, column and row generation, propagation methods, local search, population-based methods, and surrogate modeling techniques for black-box optimization. We illustrate these new modeling concepts on the seminal Traveling Salesman Problem (TSP), thus offering natural and compact modeling of the problem and performance on par with Concorde, the renowned TSP solver.
Keywords
- Software
- Combinatorial Optimization
- Industrial Optimization
Status: accepted
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