Robert Schwarz – Optimization Online

On the Relation between the Extended Supporting Hyperplane Algorithm and Kelley’s Cutting Plane Algorithm

Published: 2019/05/20

(Mixed) Integer Nonlinear Programming, Convex Optimization convex minlp, cutting planes, supporting hyperplane algorithm

Recently, Kronqvist et al.rediscovered the supporting hyperplane algorithm of Veinott and demonstrated its computational benefits for solving convex mixed-integer nonlinear programs. In this paper we derive the algorithm from a geometric point of view. This enables us to show that the supporting hyperplane algorithm is equivalent to Kelley’s cutting plane algorithm applied to a particular … Read more

The SCIP Optimization Suite 4.0

Published: 2017/03/09, Updated: 2017/09/04

Matthias Miltenberger

(Mixed) Integer Nonlinear Programming, Optimization Software and Modeling Systems linear programming, mixed-integer linear and nonlinear programming, optimization solver development

The SCIP Optimization Suite is a powerful collection of optimization software that consists of the branch-cut-and-price framework and mixed-integer programming solver SCIP, the linear programming solver SoPlex, the modeling language Zimpl, the parallelization framework UG, and the generic branch-cut-and-price solver GCG. Additionally, it features the extensions SCIP-Jack for solving Steiner tree problems, PolySCIP for solving … Read more

The SCIP Optimization Suite 3.2

Published: 2016/03/09

Matthias Miltenberger

Integer Programming, Linear, Cone and Semidefinite Programming, Optimization Software and Modeling Systems

The SCIP Optimization Suite is a software toolbox for generating and solving various classes of mathematical optimization problems. Its major components are the modeling language ZIMPL, the linear programming solver SoPlex, the constraint integer programming framework and mixed-integer linear and nonlinear programming solver SCIP, the UG framework for parallelization of branch-and-bound-based solvers, and the generic … Read more

GasLib – A Library of Gas Network Instances

Published: 2015/11/25, Updated: 2017/11/18

(Mixed) Integer Nonlinear Programming, Applications - Science and Engineering gas transport, gaslib, mixed-integer nonlinear programming, networks, problem instances

The development of mathematical simulation and optimization models and algorithms for solving gas transport problems is an active field of research. In order to test and compare these models and algorithms, gas network instances together with demand data are needed. The goal of GasLib is to provide a set of publicly available gas network instances … Read more

Validation of Nominations in Gas Network Optimization: Models, Methods, and Solutions

Published: 2012/11/30, Updated: 2013/11/17

(Mixed) Integer Nonlinear Programming, Applications - Science and Engineering, Systems governed by Differential Equations Optimization gas transport optimization, mixed-integer nonlinear programming, real-world instances

In this article we investigate methods to solve a fundamental task in gas transportation, namely the validation of nomination problem: Given a gas transmission network consisting of passive pipelines and active, controllable elements and given an amount of gas at every entry and exit point of the network, find operational settings for all active elements … Read more