supporting hyperplane optimization toolkit (shot)

The Supporting Hyperplane Optimization Toolkit

  • Jan Kronqvist
  • Andreas Lundell
  • Tapio Westerlund
    • Categories (Mixed) Integer Nonlinear Programming, Optimization Software and Modeling Systems Tags , , , , ,

    In this paper, an open source solver for mixed-integer nonlinear programming (MINLP) problems is presented. The Supporting Hyperplane Optimization Toolkit (SHOT) combines a dual strategy based on polyhedral outer approximations (POA) with primal heuristics. The outer approximation is achieved by expressing the nonlinear feasible set of the MINLP problem with linearizations obtained with the extended … Read more