Sven Leyffer
Department of Mathematics
University of Dundee
Dundee, Scotland, UK
E-mail:
sleyffer@maths.dundee.ac.uk
This talk surveys the recent developments in the design of solvers for large Mixed Integer Nonlinear Programming (MINLP) problems. It will start by reviewing classical methods such as branch-and-bound, Benders Decomposition and Outer Approximation. Next, new hybrid approaches, combining these classical methods are discussed and likely future developments are pointed out.
Finally, the solution of MINLPs by a parallel implementation of branch-and-bound is considered. An important feature of this implementation is the use of a computational grid or meta-computer as the underlying computing platform. Computational experience on a set of large MINLPs is reported which indicates that this approach is efficient for the solution of large MINLPs.