The global solver in the LINDO API

被引：132

作者：

Lin, Youdong ^{[1
]}

Schrage, Linus ^{[1
]}

机构：

[1] Lindo Syst Inc, Chicago, IL 60622 USA

来源：

OPTIMIZATION METHODS & SOFTWARE | 2009年 / 24卷 / 4-5期

关键词：

global optimization; nonsmooth optimization; mixed integer nonlinear programming; LINDOAPI; PROGRAMS;

D O I：

10.1080/10556780902753221

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

The global solver in the LINDO Application Programming Interface (LINDO API) finds guaranteed global optima to nonconvex, nonlinear and integer mathematical models using the branch and bound/relax approach. We describe (a) the class of problems for which it tends to be appropriate; (b) how to access it directly via the LINDO API or via various modelling language front ends; (c) heuristics used for finding good initial solutions; (d) methods for constructing easily solved relaxations; (e) branching rules for splitting a problem into more easily solved subproblems; and (f) some illustrative computational results.

引用

页码：657 / 668

页数：12

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