coinor-bonmin

Bonmin (Basic Open-source Nonlinear Mixed INteger programming) is an experimental open-source C++ code for solving general MINLP (Mixed Integer NonLinear Programming) problems of the form: min f(x) s.t. g_L <= g(x) <= g_U x_L <= x <= x_U x_i in Z for all i in I and, x_i in R for all i not in I. where f(x): R^n --> R, g(x): R^n --> R^m are twice continuously differentiable functions and I is a subset of {1,..,n}. Bonmin features several algorithms * B-BB is a NLP-based branch-and-bound algorithm, * B-OA is an outer-approximation decomposition algorithm, * B-QG is an implementation of Quesada and Grossmann's branch-and-cut algorithm, * B-Hyb is a hybrid outer-approximation based branch-and-cut algorithm. The algorithms in Bonmin are exact when the functions f and g are convex; in the case where f or g or both are non-convex they are heuristics.