Solving MINLPs to global optimality with FICO Xpress Global

We present the architecture and central parts of the FICO Xpress Global optimization solver. In particular, we focus on how we built a global solver for the general class of mixed-integer nonlinear optimization problems by combining and extending two existing components of the FICO Xpress Solver, namely the mixed-integer linear optimization solver and the successive linear approximation-based local solver for nonlinear optimization. We give a detailed report on the performance impact of each component: presolve, cutting, branching, heuristics, and parallelization.

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