Solving large MINLPs on computational grids

Jean-Pierre Goux (jean-pierre.gouxartelys.com)
Sven Leyffer (sleyffermaths.dundee.ac.uk)

Abstract: We consider the solution of Mixed Integer Nonlinear Programming (MINLP) problems by a parallel implementation of nonlinear branch-and-bound on a computational grid or meta-computer. Computational experience on a set of large MINLPs is reported which indicates that this approach is efficient for the solution of large MINLPs.

Keywords: Mixed Integer Nonlinear Programming, parallel branch-and-bound, computational grid, meta-computing

Category 1: Integer Programming ((Mixed) Integer Nonlinear Programming )

Category 2: Optimization Software and Modeling Systems (Parallel Algorithms )

Category 3: Applications -- Science and Engineering

Citation: Numerical Analysis Report NA/200, Department of Mathematics, University of Dundee, DD1 4HN, U.K.

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Entry Submitted: 05/24/2001
Entry Accepted: 05/24/2001
Entry Last Modified: 05/25/2001

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