文章基本信息

标题：A recipe for finding good solutions to MINLPs
其他标题：A recipe for finding good solutions to MINLPs
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作者：Liberti, Leo ; Mladenovic, Nenad ; Nannicini, Giacomo 等
期刊名称：Mathematical Programming Computation
印刷版ISSN：1867-2957
出版年度：2011
卷号：3
期号：4
页码：349-390
DOI：10.1007/mpc.v3i4.75
语种：English
出版社：Mathematical Programming Computation
摘要：Finding good (or even just feasible) solutions forMixed-Integer Nonlinear Programming problems independently of the specific problem structure is a very hard but practically important task, especially when the objective and/or the constraints are nonconvex. With this goal in mind, we present a general-purpose heuristic based on Variable Neighborhood Search, Local Branching, a local Nonlinear Programming algorithm and Branch-and-Bound.We test the proposed approach on MINLPLib, comparing with several existing heuristic and exact methods. An implementation of the proposed heuristic is freely available and can employ all NLP/MINLP solvers with an AMPL interface as the main search tools.