Department of Mathematics
University of Dundee
Dundee, Scotland, UK
This talk surveys the recent developments in the design of solvers for large Mixed Integer Nonlinear Programming (MINLP) problems. It will start by reviewing classical methods such as branch-and-bound, Benders Decomposition and Outer Approximation. Next, new hybrid approaches, combining these classical methods are discussed and likely future developments are pointed out.
Finally, the solution of MINLPs by a parallel implementation of branch-and-bound is considered. An important feature of this implementation is the use of a computational grid or meta-computer as the underlying computing platform. Computational experience on a set of large MINLPs is reported which indicates that this approach is efficient for the solution of large MINLPs.