A comparative study of SQP-type algorithms for nonlinear and nonconvex mixed-integer optimization

DOI10.1007/S12532-012-0045-0zbMath1263.90003OpenAlexW2081760210MaRDI QIDQ1946925

Thomas Lehmann, Oliver Exler, Klaus Schittkowski

Publication date: 10 April 2013

Published in: Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12532-012-0045-0

zbMATH Keywords

sequential quadratic programmingperformance evaluationtrust region methodnumerical algorithmsSQPmixed-integer nonlinear programmingMINLPMIQPmixed-integer quadratic programmingengineering optimizationlinear outer approximationmixed-integer test problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Integer programming (90C10) Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Methods of successive quadratic programming type (90C55)

Related Items (6)

A numerical study of MIDACO on 100 MINLP benchmarks ⋮ A Gauss-Newton-based decomposition algorithm for nonlinear mixed-integer optimal control problems ⋮ A comparative study of SQP-type algorithms for nonlinear and nonconvex mixed-integer optimization ⋮ A new approach for solving mixed integer DC programs using a continuous relaxation with no integrality gap and smoothing techniques ⋮ PAVER 2.0: an open source environment for automated performance analysis of benchmarking data ⋮ MISQPN

Uses Software

• BARON
• LaGO
• Couenne
• Bonmin
• MINLP
• Ipopt
• AlphaECP
• Schittkowski
• MINLPLib
• MISQP
• MINLPB4
• MISQPOA
• MIQL
• NLPQL
• BFOUR
• ZQPCVX
• QL

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