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
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
收藏
页码:657 / 668
页数:12
相关论文
共 20 条
[11]  
*LIND SYST INC, 2007, LINDO API US MAN
[12]  
*LIND SYST INC, 2007, WHATS BEST 9 0 US MA
[13]  
*LIND SYST INC, 2000, WHATS BEST 5 0 US MA
[14]  
*LIND SYST INC, 2008, LINGO US MAN
[15]   COMPUTABILITY OF GLOBAL SOLUTIONS TO FACTORABLE NONCONVEX PROGRAMS .1. CONVEX UNDERESTIMATING PROBLEMS [J].
MCCORMICK, GP .
MATHEMATICAL PROGRAMMING, 1976, 10 (02) :147-175
[16]  
Pardalos P. M., 1991, J GLOBAL OPTIM, V1, P15, DOI [https://doi.org/10.1007/BF00120662, DOI 10.1007/BF00120662]
[17]  
Pinter J. D., 1996, Global Optimization in Action: Continuous and Lipschitz Optimization-Algorithms, Implementations, and Applications, DOI DOI 10.1007/978-1-4757-2502-5
[18]   BARON: A general purpose global optimization software package [J].
Sahinidis, NV .
JOURNAL OF GLOBAL OPTIMIZATION, 1996, 8 (02) :201-205
[19]   Stochastic mathematical programs with equilibrium constraints, modelling and sample average approximation [J].
Shapiro, Alexander ;
Xu, Huifu .
OPTIMIZATION, 2008, 57 (03) :395-418
[20]   Scatter search and local NLP solvers: A multistart framework for global optimization [J].
Ugray, Zsolt ;
Lasdon, Leon ;
Plummer, John ;
Glover, Fred ;
Kelly, James ;
Marti, Rafael .
INFORMS JOURNAL ON COMPUTING, 2007, 19 (03) :328-340