MINLPB4: A Fortran for Mixed-Integer Nonlinear
Optimization by Branch-and-Bound
- User's guide
T. Lehmann, K. Schittkowski, Report, Department of Computer Science, University of Bayreuth (2009)
Abstract:
The Fortran subroutine MINLPB4 is a
solver for mixed-integer nonlinear programming problems. It combines a
branch-and-bound algorithm with the mixed-integer trust region method
MISQP.
Branching can either be applied to binary variables only or to binary and
integer variables such that MISQP is used as continuous nonlinear solver.
Application is not restricted to convex problems. The usage of MINLPB4 is
documented and some numerical results are presented.
To download the report, click here: minlpb4.pdf
(Acrobat Reader version)