Stefan Vigerske, Humboldt University Berlin

Extending SCIP for MINLP

We present extensions of the constraint integer programming framework SCIP for solving mixed-integer nonlinear programs. Nonlinear constraints (convex or nonconvex) are handled within an LP-based branch-and-cut algorithm by generating suitable linear relaxations and by domain propagation. The implementation is based on several other software packages, e.g., Couenne, LaGO, CppAD, and Ipopt. Numerical results are presented.

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