Couenne
This page provides resources for Couenne (Convex Over and Under ENvelopes for Nonlinear Estimation), an Open Source branch&bound algorithm for solving Mixed-Integer Nonlinear Programming (MINLP) problems:
|
min f0(x,y) fi(x,y) ≤ 0 i=1,2..., m x in Rn, y in Zp |
where all fi(x,y) are, in general, nonlinear functions. The above problem is representative of a large class of Optimization problems, in general nonconvex, appearing in a number of applications.
Couenne aims at finding global optima of nonconvex MINLPs. It implements linearization, bound reduction, and branching methods within a Branch&Bound framework. It is distributed on Coin-OR under the Eclipse Public License (EPL).
Resources
- User manual;
- Download and installation instructions;
- Mailing list: general and for tickets;
- Doxygen documentation;
- An archive of COIN-OR executables for Couenne, including a MS Windows version of Couenne;
- Couenne is available on the Neos server for Optimization. You can submit here a MINLP problem in AMPL format for solution with Couenne.