Numerical experiments with nonconvex MINLP problems

• Author(s): Fernandes, Florbela P. ; Costa, Maria F.P. ; Fernandes, Edite M.G.P.
• Date: 2010
• Persistent ID: http://hdl.handle.net/10198/2792
• Origin: Biblioteca Digital do IPB
• Subject(s): Mixed-integer programming; Branch-and-bound; Stochastic method
• Document Type: Article
• Language: English

Description

We present a methodology to solve nonconvex Mixed-Integer Nonlinear Programming problems, that combines the Branch-and-Bound and simulated annealing type methods, which was implemented in MATLAB. A set of benchmark functions with simple bounds and different dimensions was used to analyze its practical behaviour. We exhibit computational results showing the good performance of the method.