A computational comparison of branch and bound and outer approximation algorithms for 0-1 mixed integer nonlinear programs

DOI10.1016/S0305-0548(97)00002-6MaRDI QIDQ1370656zbMATH OpenOpenAlexFDO

Authors Brian Borchers, John E. Mitchell

Publication date 26 October 1997

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0305-0548(97)00002-6

zbMATH Keywords

branch-and-boundconvex 0-1 mixed integer nonlinear programstest problems

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Mixed integer programming (90C11)

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Cites work

• An improved branch and bound algorithm for mixed integer nonlinear programs
• An outer-approximation algorithm for a class of mixed-integer nonlinear programs
• APROS: Algorithmic Development Methodology for Discrete-Continuous Optimization Problems
• Branch and Bound Experiments in Convex Nonlinear Integer Programming
• scientific article; zbMATH DE number 976325 (Why is no real title available?)
• Nonlinear integer programming algorithms: A survey
• Quadratic Binary Programming with Application to Capital-Budgeting Problems

Cited in

(7)

• Heuristics for cardinality constrained portfolio optimization
• Exact optimal experimental designs with constraints
• Algorithms and Software for Convex Mixed Integer Nonlinear Programs
• Integrating nonlinear branch-and-bound and outer approximation for convex mixed integer nonlinear programming
• A Scalable Algorithm for Sparse Portfolio Selection
• Discrete level-bundle method for mean-CVaR portfolio optimization with cardinality constraint
• A global optimization problem in portfolio selection

Describes a project that uses

Uses Software

• DICOPT
• GAMS

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