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2747. Global MINLP in Gurobi
Invited abstract in session MB-30: MINLP Solvers, stream Software for Optimization.
Monday, 10:30-12:00Room: 064 (building: 208)
Authors (first author is the speaker)
| 1. | Tobias Achterberg
|
| Gurobi |
Abstract
With Gurobi 9.0 we introduced an API to define univariate nonlinear convex and nonconvex constraints, which Gurobi would then automatically approximate using piece-wise linear functions. With Gurobi 11.0, the user can now choose to solve models with nonlinear constraints directly in order to get a globally optimal solution to the mixed integer nonlinear program (MINLP) at hand.
In this talk, we review the algorithmic technology employed in Gurobi 11 to address nonlinear constraints. We highlight the strengths and limitations of our approach and give an outlook on further developments that will be part of Gurobi 12.
Keywords
- Mathematical Programming
- Programming, Nonlinear
- Programming, Mixed-Integer
Status: accepted
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