ANTIGONE: Algorithms for coNTinuous / Integer Global Optimization of Nonlinear Equations

• Published in: Journal of global optimization Vol. 59; no. 2-3; pp. 503 - 526
• Main Authors: Misener, Ruth, Floudas, Christodoulos A.
• Format: Journal Article
• Language: English
• Published: Boston Springer US 01.07.2014; Springer; Springer Nature B.V
• Subjects: Algorithms; Approximation; Computation; Computer Science; Evolution; Inheritances; Integers; Libraries; Mathematics; Mathematics and Statistics; Nonlinear equations; Operations Research/Decision Theory; Optimization; Real Functions; Scholarships & fellowships; Software; Solvers; Studies; Texts; Variables; Optimization software; MINLP; Branch-and-cut; Deterministic global optimization
• ISSN: 0925-5001; 1573-2916
• DOI: 10.1007/s10898-014-0166-2

This manuscript introduces ANTIGONE, Algorithms for coNTinuous/Integer Global Optimization of Nonlinear Equations, a general mixed-integer nonlinear global optimization framework. ANTIGONE is the evolution of the Global Mixed-Integer Quadratic Optimizer, GloMIQO, to general nonconvex terms. The purpose of this paper is to show how the extensible structure of ANTIGONE realizes our previously-proposed mixed-integer quadratically-constrained quadratic program and mixed-integer signomial optimization computational frameworks. To demonstrate the capacity of ANTIGONE, this paper presents computational results on a test suite of 2 , 571 problems from standard libraries and the open literature; we compare ANTIGONE to other state-of-the-art global optimization solvers.