Skip to main content

Global Optimization and Constraint Satisfaction: The Branch-and-Reduce Approach

  • Conference paper
Global Optimization and Constraint Satisfaction (COCOS 2002)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 2861))

Abstract

In the early 1990s, we proposed the integration of constraint programming and optimization techniques within the branch-and-bound framework for the global optimization of nonconvex nonlinear and mixed-integer nonlinear programs. This approach, referred to as {branch-and-reduce\/}, was subsequently supplemented with a variety of branching and bounding schemes. In this paper, we review the theory and algorithms behind branch-and-reduce, its implementation in the BARON software, and some recent successful applications.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Adhya, N., Tawarmalani, M., Sahinidis, N.V.: A Lagrangian approach to the pooling problem. Industrial & Engineering Chemistry 38, 1956–1972 (1999)

    Article  Google Scholar 

  2. Ahmed, S., Tawarmalani, M., Sahinidis, N.V.: A finite branch and bound algorithm for two-stage stochastic integer programs. Mathematical Programming (2000) (submitted)

    Google Scholar 

  3. Al-Khayyal, F.A., Falk, J.E.: Jointly constrained biconvex programming. Mathematics of Operations Research 8, 273–286 (1983)

    Article  MATH  MathSciNet  Google Scholar 

  4. Andersen, D.E., Andersen, K.D.: Presolving in linear programming. Mathematical Programming 71, 221–245 (1995)

    MATH  MathSciNet  Google Scholar 

  5. Biegler, L.T., Grossmann, I.E., Westerberg, A.W.: Systematic Methods of Chemical Process Design. Prentice Hall, Upper Saddle River (1997)

    Google Scholar 

  6. Borchers, B., Mitchell, J.E.: An improved branch and bound for mixed integer nonlinear programs. Comput. Oper. Res. 21, 359–367 (1994)

    Article  MATH  MathSciNet  Google Scholar 

  7. Borchers, B., Mitchell, J.E.: A computational comparison of branch and bound and outer approximation algorithms for 0-1 mixed integer nonlinear programs. Comput. Oper. Res. 24, 699–701 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  8. Burkard, R.E., Hamacher, H., Rote, G.: Sandwich approximation of univariate convex functions with an application to separable convex programming. Naval Research Logistics 38, 911–924 (1992)

    MathSciNet  Google Scholar 

  9. Dakin, R.J.: A tree search algorithm for mixed integer programming problems. Computer Journal 8, 250–255 (1965)

    Article  MATH  MathSciNet  Google Scholar 

  10. Dorneich, M.C., Sahinidis, N.V.: Global optimization algorithms for chip layout and compaction. Engineering Optimization 25, 131–154 (1995)

    Article  Google Scholar 

  11. Duran, M.A., Grossmann, I.E.: An outer-approximation algorithm for a class of mixed-integer nonlinear programs. Mathematical Programming 36, 307–339 (1986)

    Article  MATH  MathSciNet  Google Scholar 

  12. Falk, J.E., Soland, R.M.: An algorithm for separable nonconvex programming problems. Management Science 15, 550–569 (1969)

    Article  MATH  MathSciNet  Google Scholar 

  13. Floudas, C.A.: Deterministic Global Optimization: Theory, Algorithms and Applications. Kluwer Academic Publishers, Dordrecht (1999)

    Google Scholar 

  14. Gupta, O.K., Ravindran, A.: Branch and bound experiments in convex nonlinear integer programming. Management Science 31, 1533–1546 (1985)

    Article  MATH  MathSciNet  Google Scholar 

  15. Gutierrez, R.A., Sahinidis, N.V.: A branch-and-bound approach for machine selection in just-in-time manufacturing systems. International Journal of Production Research 34, 797–818 (1996)

    Article  MATH  Google Scholar 

  16. Hooker, J.: Logic-Based Methods for Optimization: Combining Optimization and Constraint Satisfaction. John Wiley & Sons, New York (2000)

    MATH  Google Scholar 

  17. Horst, R., Tuy, H.: Global Optimization: Deterministic Approaches, 3rd edn. Springer, Berlin (1996)

    MATH  Google Scholar 

  18. Land, A.H., Doig, A.G.: An automatic method for solving discrete programming problems. Econometrica 28, 497–520 (1960)

    Article  MATH  MathSciNet  Google Scholar 

  19. Liu, M.L., Sahinidis, N.V.: Process planning in a fuzzy environment. European J. Operational Research 100, 142–169 (1997)

    Article  MATH  Google Scholar 

  20. Liu, M.L., Sahinidis, N.V., Shectman, J.P.: Planning of chemical process networks via global concave minimization. In: Grossmann, I.E. (ed.) Global Optimization in Engineering Design, pp. 195–230. Kluwer Academic Publishers, Boston (1996)

    Google Scholar 

  21. Mangasarian, O.L., McLinden, L.: Simple bounds for solutions of monotone complementarity problems and convex programs. Mathematical Programming 32, 32–40 (1985)

    Article  MATH  MathSciNet  Google Scholar 

  22. McCormick, G.P.: Converting general nonlinear programming problems to separable nonlinear programming problems. Technical Report T-267, The George Washington University, Washington D.C (1972)

    Google Scholar 

  23. McCormick, G.P.: Computability of global solutions to factorable nonconvex programs: Part I-Convex underestimating problems. Mathematical Programming 10, 147–175 (1976)

    Article  MATH  MathSciNet  Google Scholar 

  24. McCormick, G.P.: Nonlinear Programming: Theory, Algorithms and Applications. John Wiley & Sons, Chichester (1983)

    MATH  Google Scholar 

  25. Murty, K.G., Kabadi, S.N.: Some NP-complete problems in quadratic and nonlinear programming. Mathematical Programming 39, 117–129 (1987)

    Article  MATH  MathSciNet  Google Scholar 

  26. Nabar, S.V., Schrage, L.: Formulating and solving business problems as nonlinear integer programs. Technical report, Graduate School of Business, University of Chicago (1992)

    Google Scholar 

  27. Nemhauser, G.L., Wolsey, L.A.: Integer and Combinatorial Optimization. Series in Discrete Mathematics and Optimization. Wiley Interscience, Hoboken (1988)

    MATH  Google Scholar 

  28. Rockafellar, R.T.: Convex Analysis. Princeton Mathematical Series. Princeton University Press, Princeton (1970)

    MATH  Google Scholar 

  29. Rote, G.: The convergence rate of the sandwich algorithm for approximating convex functions. Computing 48, 337–361 (1992)

    Article  MATH  MathSciNet  Google Scholar 

  30. Ryoo, H.S., Sahinidis, N.V.: Global optimization of nonconvex NLPs and MINLPs with applications in process design. Computers & Chemical Engineering 19, 551–566 (1995)

    Article  Google Scholar 

  31. Ryoo, H.S., Sahinidis, N.V.: A branch-and-reduce approach to global optimization. Journal of Global Optimization 8, 107–139 (1996)

    Article  MATH  MathSciNet  Google Scholar 

  32. Ryoo, H.S., Sahinidis, N.V.: Analysis of bounds for multilinear functions. Journal Global Optimization 19, 403–424 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  33. Ryoo, H.S., Sahinidis, N.V.: Global optimization of multiplicative programs. Journal of Global Optimization (2002) (accepted)

    Google Scholar 

  34. Sahinidis, N.V.: BARON: A general purpose global optimization software package. Journal of Global Optimization 8, 201–205 (1996)

    Article  MATH  MathSciNet  Google Scholar 

  35. Sahinidis, N.V., Tawarmalani, M.: Applications of global optimization to process and molecular design. Computers & Chemical Engineering 24, 2157–2169 (2000)

    Article  Google Scholar 

  36. Sahinidis, N.V., Tawarmalani, M., Yu, M.: Design of alternative refrigerants via global optimization. AIChE J. (2003) (accepted)

    Google Scholar 

  37. Shectman, J.P., Sahinidis, N.V.: A finite algorithm for global minimization of separable concave programs. Journal of Global Optimization 12, 1–36 (1998)

    Article  MATH  MathSciNet  Google Scholar 

  38. Sherali, H.D., Wang, H.: Global optimization of nonconvex factorable programming problems. Mathematical Programming 89, 459–478 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  39. Smith, E.M.B., Pantelides, C.C.: Global optimisation of general process models. In: Grossmann, I.E. (ed.) Global Optimization in Engineering Design, pp. 355–386. Kluwer Academic Publishers, Boston (1996)

    Google Scholar 

  40. Tawarmalani, M., Ahmed, S., Sahinidis, N.V.: Product disaggregation and relaxations of mixed-integer rational programs. Optimization and Engineering 3, 281–303 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  41. Tawarmalani, M., Sahinidis, N.V.: Global optimization of mixed-integer nonlinear programs: A theoretical and computational study. Mathematical Programming (1999) (submitted)

    Google Scholar 

  42. Tawarmalani, M., Sahinidis, N.V.: Semidefinite relaxations of fractional programs via novel techniques for constructing convex envelopes of nonlinear functions. Journal of Global Optimization 20, 137–158 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  43. Tawarmalani, M., Sahinidis, N.V.: Convex extensions and convex envelopes of l.s.c. functions. Mathematical Programming 93, 247–263 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  44. Tawarmalani, M., Sahinidis, N.V.: Convexification and Global Optimization in Continuous and Mixed-Integer Nonlinear Programming: Theory, Algorithms, Software, and Applications. Nonconvex Optimization and Its Applications, vol. 65. Kluwer Academic Publishers, Dordrecht (2002)

    MATH  Google Scholar 

  45. Tsai, L.-W., Morgan, A.P.: Solving the kinematics of the most general sixand five-degree-of-freedom manipulators by continuation methods. ASME J. of Mechanisms, Transmissions and Automation in Design 107, 48–57 (1985)

    Google Scholar 

  46. Zamora, J.M., Grossmann, I.E.: A branch and contract algorithm for problems with concave univariate, bilinear and linear fractional terms. Journal of Global Optimization 14, 217–249 (1999)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2003 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Sahinidis, N.V. (2003). Global Optimization and Constraint Satisfaction: The Branch-and-Reduce Approach. In: Bliek, C., Jermann, C., Neumaier, A. (eds) Global Optimization and Constraint Satisfaction. COCOS 2002. Lecture Notes in Computer Science, vol 2861. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-39901-8_1

Download citation

  • DOI: https://doi.org/10.1007/978-3-540-39901-8_1

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-20463-3

  • Online ISBN: 978-3-540-39901-8

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics