Groupe d’études et de recherche en analyse des décisions

Global optimization of nonconvex NLPs and MINLPs with BARON

Nikolaus V. Sahinidis Carnegie-Mellon University, États-Unis

We describe the theoretical and algorithmic foundations of the branch-and-reduce approach to the global optimization of continuous, integer, and mixed-integer nonlinear programs. These include convexification strategies for constructing sharp polyhedral relaxations of the convex hulls of nonlinear problems, domain reduction techniques, and branching strategies that guarantee finiteness in certain cases. Applications in a variety of areas will be addressed and computational results with BARON will be reported.