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

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  • Ruth Misener
  • Christodoulos Floudas

Abstract

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 $$2{,}571$$ 2 , 571 problems from standard libraries and the open literature; we compare ANTIGONE to other state-of-the-art global optimization solvers. Copyright Springer Science+Business Media New York 2014

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  • Ruth Misener & Christodoulos Floudas, 2014. "ANTIGONE: Algorithms for coNTinuous / Integer Global Optimization of Nonlinear Equations," Journal of Global Optimization, Springer, vol. 59(2), pages 503-526, July.
    • Handle: RePEc:spr:jglopt:v:59:y:2014:i:2:p:503-526
    DOI: 10.1007/s10898-014-0166-2
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