Mixed-Integer Nonlinear Optimization

Christodoulos A. Floudas

ABSTRACT

This article presents an introduction to the class of mixed-integer nonlinear (MINLP) optimization problems. Section 1 presents the motivation for studying MINLP problems. Section 2 discusses the mathematical formulation and outlines the theoretical and algorithmic challenges. Section 3 provides an overview of the local MINLP optimization algorithms, which can address convex MINLP problems rigorously. Finally, Section 4 outlines global MINLP optimization approaches for nonconvex MINLP optimization problems.