A wide range of problems arising in practical applications can be formulated as Mixed-Integer Nonlinear Programs (MINLPs). For the case in which the objective and constraint functions are convex, some quite effective exact and heuristic algorithms are available. When non-convexities are present, however, things become much more difficult, since then even the continuous relaxation is a global optimisation problem. We survey the literature on non-convex MINLP, discussing applications, algorithms and software. Special attention is paid to the case in which the objective and constraint functions are quadratic.

## Citation

S. Burer & A.N. Letchford (2012) Non-convex mixed-integer nonlinear programming: a survey. Surveys in Oper. Res. and Mgmt. Sci., 17, 97-106.