Noname manuscript No. (will be inserted by the editor) More Branch-and-Bound Experiments in Convex Nonlinear Integer Programming Pierre Bonami · Jon Lee · Sven Leyffer · Andreas W¨achter September 29, 2011 Abstract Branch-and-Bound (B&B) is perhaps the most fundamental algorithm for the global solution of convex Mixed-Integer Nonlinear Programming (MINLP) prob- lems. It is well-known that carrying out branching in a non-simplistic manner can greatly enhance the practicality of B&B in the context of Mixed-Integer Linear Pro- gramming (MILP). No detailed study of branching has heretofore been carried out for MINLP, In this paper, we study and identify useful sophisticated branching methods for MINLP. 1 Introduction Branch-and-Bound (B&B) was proposed by Land and Doig [26] as a solution method for MILP (Mixed-Integer Linear Programming) problems, though the term was actually coined by Little et al. [32], shortly thereafter. Early work was summarized in [27]. Dakin [14] modified the branching to how we commonly know it now and proposed its extension to convex MINLPs (Mixed-Integer Nonlinear Programming problems); that is, MINLP problems for which the continuous relaxation is a convex program. Though a very useful backbone for ever-more-sophisticated algorithms (e.g., Branch- and-Cut, Branch-and-Price, etc.), the basic B&B algorithm is very elementary. How- Pierre Bonami LIF, Universit´ede Marseille, 163 Av de Luminy, 13288 Marseille, France E-mail:
[email protected] Jon Lee Department of Industrial and Operations Engineering, University