Exact and fast algorithms for mixed-integer nonlinear programming
The book is the printed version of the PhD thesis prepared at TU Berlin. The author discusses the exact (also in the presence of rounding errors) algorithms for mixed integer programming problems. First, the author presents the LP iterative refinement (LPIR), a new algorithm for LP with arbitrary precision assumed. The second main contribution is the development of the notion of Lagrangian variable bounds for mixed integer nonlinear programming (MINLP). The third important result consists of three new branching rules for MINLP. To be more specific, the main results of the publication are: an iterative refinement scheme for linear and quadratic programs (Chapter 2), an algorithm for exact linear and quadratic programming over the rational numbers and an algorithm to reconstruct their exact basic solutions (Chapter 3), an application of the mentioned methods to ME models from systems biology (Chapter 4), enhancements to optimization-based bound tightening that allow to improve the algorithms and use them in MINLP (Chapter 6), and the notion of minimum cover and resulting branching rules for MINLP (Chapter 7). The book covers the area of interest of many researchers. It is well written and contains new and interesting results, all of them proved with high mathematical precision. Also all the empirical experiments are well documented. I recommend this book to all the researchers interested in mixed integer programming, in particular MINLP.
- Relaxation and decomposition methods for mixed integer nonlinear programming.
- scientific article; zbMATH DE number 1857671
- Mixed integer nonlinear programming using interior-point methods
- Global optimization of mixed-integer nonlinear programs: a theoretical and computational study
- Algorithms, softwares and recent developments of mixed integer nonlinear programming
- An efficient linearization approach for mixed-integer problems
- A solution algorithm for non-convex mixed integer optimization problems with only few continuous variables
- Solving quadratic programs to high precision using scaled iterative refinement
- Algorithms and Software for Convex Mixed Integer Nonlinear Programs
- Exact Sparse Approximation Problems via Mixed-Integer Programming: Formulations and Computational Performance
- scientific article; zbMATH DE number 1857671 (Why is no real title available?)
- Solving mixed-integer nonlinear programmes using adaptively refined mixed-integer linear programmes
- Exact solution of sparse linear systems via left-looking roundoff-error-free Lu factorization in time proportional to arithmetic work
- Algorithm 1021: SPEX Left LU, Exactly Solving Sparse Linear Systems via a Sparse Left-looking Integer-preserving LU Factorization
- A computational status update for exact rational mixed integer programming
- Algorithm 1050: SPEX Cholesky, LDL, and backslash for exactly solving sparse linear systems
- Expediting exact linear programming solvers via integer preserving factorization
- A relax-fix-and-exclude algorithm for an MINLP problem with multilinear interpolations
- Active-constraint variable ordering for faster feasibility of mixed integer linear programs
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