DICOPT
DICOPT is a program for solving mixed-integer nonlinear programming (MINLP) problems that involve linear binary or integer variables and linear and nonlinear continuous variables. While the modeling and solution of these MINLP optimization problems has not yet reached the stage of maturity and reliability as linear, integer or non-linear programming modeling, these problems have a rich area of applications. For example, they often arise in engineering design, management sciences, and ﬁnance. DICOPT (DIscrete and Continuous OPTimizer) was developed by J. Viswanathan and Ignacio E. Grossmann at the Engineering Design Research Center (EDRC) at Carnegie Mellon University. The program is based on the extensions of the outer-approximation algorithm for the equality relaxation strategy. The MINLP algorithm inside DICOPT solves a series of NLP and MIP sub-problems. These sub-problems can be solved using any NLP (Nonlinear Programming) or MIP (Mixed-Integer Programming) solver that runs under GAMS.
Keywords for this software
References in zbMATH (referenced in 34 articles )
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