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430. Solving MINLPs to Global Optimality with FICO Xpress Solver
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. | Tristan Gally
|
| Fair Isaac Services Limited |
Abstract
This talk introduces the global optimization capability within FICO Xpress Solver, which allows to solve general mixed-integer nonlinear problems to global optimality. We will discuss how existing features of the MILP and local NLP solvers are used and explain several different extensions for, e.g., spatial branching and convexification cuts, and their performance implications.
Keywords
- Software
- Global Optimization
- Programming, Nonlinear
Status: accepted
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