LaGO – An Object Oriented Library for Solving MINLPs

  • Ivo Nowak
  • Hernán Alperin
  • Stefan Vigerske
Part of the Lecture Notes in Computer Science book series (LNCS, volume 2861)

Abstract

The paper describes a software package called LaGO for solving nonconvex mixed integer nonlinear programs (MINLPs). The main component of LaGO is a convex relaxation which is used for generating solution candidates and computing lower bounds of the optimal value. The relaxation is generated by reformulating the given MINLP as a block-separable problem, and replacing nonconvex functions by convex underestimators. Results on medium size MINLPs are presented.

AMS classifications: 90C22, 90C20, 90C27, 90C26, 90C59

Keywords

Mixed integer nonlinear programming convex relaxation heuristics decomposition software 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2003

Authors and Affiliations

  • Ivo Nowak
    • 1
  • Hernán Alperin
    • 1
  • Stefan Vigerske
    • 1
  1. 1.Institut für MathematikHumboldt-Universität zu BerlinBerlinGermany

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