, Volume 59, Issue 2-3, pp 503-526
Date: 20 Mar 2014

ANTIGONE: Algorithms for coNTinuous / Integer Global Optimization of Nonlinear Equations

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Abstract

This manuscript introduces ANTIGONE, Algorithms for coNTinuous/Integer Global Optimization of Nonlinear Equations, a general mixed-integer nonlinear global optimization framework. ANTIGONE is the evolution of the Global Mixed-Integer Quadratic Optimizer, GloMIQO, to general nonconvex terms. The purpose of this paper is to show how the extensible structure of ANTIGONE realizes our previously-proposed mixed-integer quadratically-constrained quadratic program and mixed-integer signomial optimization computational frameworks. To demonstrate the capacity of ANTIGONE, this paper presents computational results on a test suite of \(2{,}571\) problems from standard libraries and the open literature; we compare ANTIGONE to other state-of-the-art global optimization solvers.

C.A.F. is thankful for support from the National Science Foundation (CBET-0827907). This material is based upon work supported by both the National Science Foundation Graduate Research Fellowship to R.M. under Grant No. DGE-0646086 and by the Royal Academy of Engineering Research Fellowship to R.M.