ICCOPT 2013 Talk, Room 1.6, Monday, July 29, 11:30-13:00

 Speaker: Ruth Misener, Imperial College, UK
 Title: ANTIGONE: A general mixed-integer nonlinear global optimisation framework
 Co-authors: Christodoulos A. Floudas

 Abstract:
Scientific Program

ANTIGONE (Algorithms for coNTinuous / Integer Global Optimisation of Nonlinear Equations), is a computational framework for the deterministic global optimisation of mixed-integer nonlinear programs (nonconvex MINLP). The approach: reformulates user input; detects special mathematical structure; globally optimises the transformed problem. ANTIGONE is an evolution of the Global Mixed-Integer Quadratic Optimizer (GloMIQO) from quadratic to general nonconvex terms. This presentation highlights the ANTIGONE cutting plane strategies, which expand the GloMIQO branch-and-cut framework from aggregated quadratic terms to aggregated general nonlinear terms. We discuss the hierarchy of cutting planes integrated into ANTIGONE including: convex/concave outer approximation; high-dimensional edge-concave/edge-convex cuts; alphaBB relaxations; the reformulation-linearization technique. Data is presented for globally optimising a range of MINLP test cases using ANTIGONE; these examples include problems from standard libraries and more recent examples from the open literature.


 Talk in: Organized Session Mon.A.16 Global optimization of problems with special structure
 Cluster: Global optimization and mixed-integer programming


 Go to: Mon.A
 Go to: unframed Scientific Program

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