Authors: Liberti, Leo
Mladenović, Nenad 
Nannicini, Giacomo
Affiliations: Mathematical Institute of the Serbian Academy of Sciences and Arts 
Title: A recipe for finding good solutions to MINLPs
Journal: Mathematical Programming Computation
Volume: 3
Issue: 4
First page: 349
Last page: 390
Issue Date: 1-Dec-2011
ISSN: 1867-2949
DOI: 10.1007/s12532-011-0031-y
Finding good (or even just feasible) solutions forMixed-Integer Nonlinear Programming problems independently of the specific problem structure is a very hard but practically important task, especially when the objective and/or the constraints are nonconvex. With this goal in mind, we present a general-purpose heuristic based on Variable Neighborhood Search, Local Branching, a local Nonlinear Programming algorithm and Branch-and-Bound.We test the proposed approach on MINLPLib, comparing with several existing heuristic and exact methods. An implementation of the proposed heuristic is freely available and can employ all NLP/MINLP solvers with an AMPL interface as the main search tools. .
Publisher: Springer Link

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