Mixed Integer Linear Programming and Mixed Nonlinear Programming Problems
Mixed Integer Linear Programming and Mixed Nonlinear Programming Problems
Abstract: This paper presents a complete review of the significance of deterministic mixed -integer linear program (MILP) and mixed-integer nonlinear
program (MINLP) solution methods for problems involving linear, nonlinear, convex and nonconvex functions. The mathematical d escription of
methodologies, algorithms, software, and solvers to solve this problem are presented. Mixed-integer program (MIP) problem is one where some of the
decision variables are constrained to be integer values. MILP involves problems in which only some variables are constrained to be integers, while other
variables can be non-integers. It deals with linear objective function subjected to linear constraints. Minimisation and maximisation of a nonlinear
objective function subject to nonlinear constraints with continuous and discrete variables are performed by MINLP solution methods. In this paper, the
recent MILP and MINLP solution methods, algorithms along with solvers and software, introduced by various researchers has bee n elaborated
profoundly.
Index Terms: Mixed-integer linear programming, Mixed-integer nonlinear programming, optimization solvers, Convex and Nonconvex, Combinatorial
optimization, Global optimization.
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1 INTRODUCTION Here, belotti also describes about the tree search method
In general, all the optimization problems that are available in which is one of the widely used method to solve MINLP
the current scenario, necessitates the basic need for modelling problems. The tree search method has been classified into
the continuous variables and discrete variables using the single tree and multi-tree method. These two classes of
Mixed Integer Linear Program (MILP) and Mixed Integer Non- methods solve a problem involving function like the convex
Linear Program (MINLP) methods. Both the objective type. The classical single tree method uses nonlinear branch
functions and constraints in MILP problems should be and cut method, cutting plane method, and branch and bound
considered as linear, whereas, in the case of MINLP, they method for solving MINLP problems. The conventional multi-
should be considered as a non-linear variable. Furthermore, tree approach comprises of both outer approximation and
the optimization problems related to MINLP are classified benders decomposition methods, in order to obtain global
mainly into two groups. The first one is a convex MINLP which optimal solution for the considered problem. By combining the
deals with the minimization of convex objective function with a above approaches, a new hybrid method has been proposed
feasible convex region. The second group is a non-convex in the literature, for solving convex MINLP problems more
MINLP which indeed deals with the non-convex objective effectively, in terms of computation time and the quality of
function. At the same time, it also deals with the values that optimal solutions. In [11], Bonami et al. have provided a
have convex nature, but unidentified in the feasible area. Refs. summary of various convex MINLP algorithms and software
[1-4] describes MILP techniques elaborately and utilised the used to solve multiple MINLP problems. It is too challenging to
same for solving their optimization problems. To solve the solve nonconvex MINLP problems because it consists of
MILP problems, different advanced methods had been devised nonconvex functions and nonlinear constraints in the objective
experimentally in [5]. However, many researchers have function. Methods like Spatial branch and bound Piecewise
developed a few commercial and non-commercial solvers to linear approximation, and Generic Relaxation Strategies are
solve both the MILP and MINLP problems. CPLEX [6], Gurobi used to solve nonconvex MINLP problems. In [12],
[7], and XPRESS-MP [8] are the some of the solvers that are Tawarmalani and Sahinidis N.V have explained about global
developed and utilised in the literature. In [9] John K.Karlof optimization theory for solving MINLP problems using different
have discussed the integer programming theory for solving algorithms and solvers.
both MILP and MINLP problems. The methods used to solve
MINLP problems has significant advantages when compared 2 MIXED INTEGER LINEAR PROGRAM (MILP)
to the methods that are used to solve MILP and Nonlinear An integer programming (IP) problem denoted as a
programming (NLP) problems. In [10], Belotti et al. have mathematical optimization process and a viability program in
provided a comprehensive review of MINLP problems and also which few or all of the variables are limited to be integers. In
about the methods to solve them. [13], if decision variables are not discrete, then the problem is
considered as a MIP problem.
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The standard representation for an Integer linear value and optimal solution.
programming (ILP) has stated as 2.3.3 Branch and Price Algorithm
Maximize 𝑐 𝑥 , Subject to 𝐴𝑥 + 𝑠 = 𝑏, 𝑠 ≥ 0, 𝑥 ≥ A hybrid algorithm developed with the combination of
0, and 𝑥 ∈ ℤ methods: branch and bound method along with the column
(2) generation known as Branch and price algorithm. This
Whereas 𝑥 is the vector of variables to be computed. 𝑐 and 𝑏 algorithm has utilized for solving the ILP problems with many
are the known coefficient vectors. 𝐴 represents a known variables associated with the problem. For obtaining the
constant matrix in which all the entries are integers. optimal solution, this algorithm uses the current set of
variables that has preserved, and the column generation is
2.2 Mathematical representation of MILP done according to the requirement of linear programming
A Mixed Integer Programming (MIP) problem performs both problem. In [15], the column generation procedure has used
minimize and maximize of problems with a linear objective for a given specific problem, and this can be again used to
function which is subject to linear constraints. But MILP interrelate with branching decisions to obtain the lower bound
involves problems with variables that are constrained to be value.
only integers and allow all to be non-integers. The general
representation of MILP is express as 2.4 Basic components of MILP solvers
Min { 𝑐 𝑥 𝐴𝑥 ≥ 𝑏, 𝑥 ≥ 0, 𝑥 ∈ ℤ }. (3) The main essential parts of MILP solvers are Pre-solving,
For example, if variables are said to be rational, then the set is Cutting plane generation, Sophisticated branching strategies,
said to be null, which represents an LP problem solved by Primal Heuristics in MILP, Variable selection, and Parallel
using the polynomial-time method. If variables are considered implementation.
to be integers, then it denotes a MIP problem.
2.4.1 Pre-solving
2.3 Algorithms used for solving ILP problems In the pre-solving phase of MILP, solvers make an effort to
Mainly, the underlying algorithms implemented for solving the identify individual variations in the input, which helps in
ILP problems are listed as follows: achieving the improved execution of the solution strategy,
Branch and Bound algorithm. without changing the optimal solution for the problem. Pre-
Branch and Cut algorithm. solving denotes to a group of problem reductions that have
Branch and Price algorithm. used before the start of the branch and bound procedure, and
this collection makes to construct its formulation and reduce
2.3.1 Branch and Bound Algorithm the size of the problem. The MILP models are converted into
This methodology is used to find the solution for ILP problems. problem formulation, effectively by removing excess data (like
And the subproblems are formed according to the limiting variables and constraints) and by reinforcing variable integrity.
range of integer variables in the program. Only two values are One main advantage of this pre-solving method is to provide a
assigned to binary variables, one variable is 0, and the other is smaller LP relaxation process that helps in solving the
1. The lower bound value represents as L and an upper bound problems quickly and for improving the approximating of the
value as U, which are considered to be variable that is convex integer solution. Finally, more sophisticated pre-solve
separated into two problems having a range from ‗L to m‘ and mechanisms are available to find the necessary inferences
‗m+1 to U‘. In general, the LP relaxation method is being and substructures for the computation of branching
used to obtain lower bound values for a given problem, to determination and the cutting plane generation. Martin in [16]
satisfy both the objective function and limitations of constraints and Savenlsbergh in [17] has clearly explained pre-solving
for an optimal solution. If the obtained optimal solution is methods to solve MILP problems.
integral, then it is represented as a solution to a subproblem.
The search for the subproblem whose lower bound is higher 2.4.2 Cutting plane algorithm
can be terminated using these values [15]. Ralph E.Gomory developed this algorithm in 1950 and used
for solving both ILP and MIP problems. The basic idea of the
2.3.2 Branch and Cut Algorithm algorithm is to cut off some part of the feasible regions in the
In this algorithm, the LP relaxation process is being utilized to solution obtained by the LP relaxation process, in such way
estimate the lower bound values. The optimal solution for the optimal integer solution becomes an extreme point and can be
ILP problem denotes the values in the feasible region, which found by using the simplex method [18]. The cutting plane
satisfies the constraints. The step by step process of the algorithms include different groups such as Chvatal Gomory
branch and cut algorithm is: cuts, mixed-integer rounding cuts, lift-and-project cuts,
Step 1: If obtained optimal solution by LP relaxation process is Gomory mixed-integer cuts, and split cuts [19].
not integral, then the algorithm search for the constraint, which The basic form of formulating the cutting plane algorithm is as
is violated by this optimal solution and not violated by optimal follow:
integer solutions. The constraint is known as cutting plane. Step 1: If the solution of the LP problem is optimal, and if
Step 2: If the old obtained optimal solution by the LP relaxation the feasible region of the solution doesn‘t contain a
method is not valid, then the cutting plane constraint values line, then easily an extreme point is obtained, which is
are being added to the LP problem. The new optimal solution optimal.
will be dissimilar, and this provides a better lower bound value. Step 2: If an obtained optimum is not an integer solution,
Step 3: The cutting plane algorithm runs continuously until an a linear inequality exists which separates the optimum
optimal integral solution obtained; else, it is difficult to get the from the convex hull of the exact feasible set.
cutting plane for the problem. In [15], another technique known
as the traditional branch method is used to obtain lower bound
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Step 3: Finding such inequality is called a separation methods construct the solution for the IFS by using partial
problem and is considered as cutting line in the solutions. The transformation of the solution obtained from the
feasible region. LP relaxation method into IFS has achieved by applying the
Step 4: Then, the obtained current non-integer solution is heuristics methods at the internal nodes and root node of the
no longer feasible for the relaxation process, and the search tree in MILP solver.
above steps continuously repeated until an optimal
integer solution is obtained. 2.4.5 Parallel Implementation
When the process of search tree node independent,
2.4.3 Sophisticated Branching Strategies parallelization is a must for the search tree. The branch and
At any step of processing, the branching mechanism requires bound algorithm are used widely for these purposes [24]. The
two independent and significant decisions, one is node different categories of parallel integer programming
selection, and the second is variable selection. The branching investigation are sorted depending on the type of parallel
strategies involves choosing a variable 𝑌 , with a fractional computing architecture that existed. The Message transferring
value 𝑌 , in the optimal solution to the current LP relaxation to communicate solution of the algorithm depends on
process. Then constraints for the variable are formulated as [ distributed memory architecture. Shared memory computers
𝑌 ≤ 𝑌 ] and [ 𝑌 ≥ 𝑌 ]. move the data between the Central Processing Unit (CPU) by
Node Selection: Doran and Michie proposed the node reading from, and writing to a common memory pool. In the
selection process in 1966 based on the evaluation parallel branch and bound method, the order in which node
function. The different procedures used by Rafael calculations performed may cause an impact on the execution
Pastor, Albert Corominas to the node selection are as of the program and sometimes lead to abnormal behaviour
follow [20]: [25].
British Museum Procedure.
Random Search [Rich and knight in 1991]. 2.5 MILP Optimization software packages
Depth First Search (Liao in 1994) or Single Branch A complete review of the features of both commercial and non-
Search (Ibaraki in 1976). commercial MILP software packages has presented in [26].
Breadth-First Search (Dijkstra and Moore in 1959). The history of this MILP software package development and
specifications like SCICONIC, UMPIRE, and MPSX/370, etc.,
Best Bound Search (Ibaraki 1976/1987).
are evaluated by Forrest and Tomlin in [27]. With the help of
Best Few Search (Agusti and Lopez in 1987).
these package set up, several successful methods have
Parallel Depth First Search (Imai in 1982). formulated for handling the problems related with the
Jump Backtracking (Fisher and Hochbaum,1980). branching and node selection, out of which the significant
Locally Best Bound Rule (Liao in 1994). techniques are still in use for solving MILP. In [19] & [20] some
Weighted -A* algorithm (Korf in 1993). fundamental changes as having been advanced in MILP
Depth m-Search (Ibaraki in 1978). techniques to solve many major problems in the engineering
Variable Selection: This selection problem decides field. The advanced methods used like the pre-processing
how to perform the partition of the current node method and structure-specific cutting plane method are used
consequently, which variable to branch on it, such that even today for solving many of the engineering problems.
to create two children. The variable selection mainly Some authors in [28,29] represented the inequalities which are
done based on branching rules which have presented also utilised efficiently as a branch and cut method, that can
in [21] are listed as the most fractional variable, active be accompanied in the cutting plane procedure. In [30]
branching variable, pseudo cost branching variable, detailed history of MILP software over a past period is
and branching priorities. Basically, in the variable explained clearly by R.Bixby.
selection problem, a traditional choice is to branch on
a variable with the fractional part closest to 0.5. In 2.6 User Interface
[22], Pseudocost branching was another sophisticated The user interface is an essential feature for designing
technique used for the variable selection problem software for solving MILP problems. As the extent of purposes
implemented by Benichou. This technique keeps track for MILP programming software is generally enormous, as a
of success variables which are already branched on. result of this user interface types number is correspondingly
becoming large.
Another method developed by Linderoth in [23], for the
variable selection problem based on the strong branching 2.7 Commercial software packages
technique. In this technique at any node, each fractional The following commercial software packages used to solve
variable has to branch on for checking progress, before actual MILP problems are available for academic users at free (no
branching is done. cost) and limited cost licensing options. Han Mittelmann has
executed independently many MILP software to get optimal
2.4.3 Primal Heuristics in MILP solutions and had published results for the past many years.
This method provides solutions and improvement for finding Table .1 provides information about the MILP Optimization
the Integer Feasible Solutions (IFS) in the search tree and the Software Packages.
upper bound value for a minimization problem. There are two
heuristic methodologies implemented in MILP solver, which
are rounding and iterative rounding heuristic. Heuristic
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TABLE 1
MILP OPTIMIZATION SOFTWARE PACKAGES
Types of
MILP Interfaces,
Software Algorithms Parameters
Optimizatio Founders Features Specifications modelling
name utilized included
n Software languages
Packages.
Capable of
Bixby the Branch and calculating
CPLEX [31] founder of cut multiple Version: 12.8.0, Website: C, C++, Java,
(IBM ILOG CPLEX, algorithm optimal http:// www.ibm.com/ .NET, MATLAB,
Mipemphasis
CPLEX retained and and solutions and analytics/cplex-optimizer. Python, Microsoft
meta parameter
Optimization provided by Dynamic the solutions License: proprietary. Excel.
Studio) IBM. search have stored
algorithm. in a solution
pool.
New MILP
solver that is
Include designed
Zonghao Gu, cutting with modern Object-oriented
Version: 3.0, Website:
Edward planes multicore interfaces
MIP-Focus meta www.gurobi.com.
GUROBI Rothberg, algorithm, processing for C++, Java, .NE
parameter License: proprietary.
and Robert heuristics technology to T, and Python.
Bixby. and search obtain an
Commercial techniques. optimal
Software solution.
Packages
It offers
Significantly
different
LINDO also Faster on
forms of
LINDO [32] comprises a Large
cutting
(Linear, mipemphasismet Quadratic Version:10.0, Website:
LINDO planes C, Visual Basic,
Interactive, a parameter that Models. www.lindo.com.
SYSTEMS algorithms MATLAB,
and has used for Improved License: proprietary.
INC. and Microsoft Excel.
Discrete adjusting Handling of
different
Optimizer) algorithm Models with
node
parameters. Discontinuou
selection
s Functions.
rules.
Parameters MOSEK C, C++, Java and
Branch and
include optimizer interior-point Python languages.
bound,
choice for optimizer can Mosek is
branch and
solving linear reliably Version:9 beta, Website: accessible for use
Mosek ApS, a cut, and
problems, detect a www.mosek.com. License: by customers
MOSEK Danish state-of-the-
turning pre-solve primal and proprietary. through a GAMS
company. art interior-
parameter value dual interface on the
point
and infeasible NEOS Server.
optimizer
feasibility of status of
algorithm.
tolerances value. solutions.
COIN-OR
linear
programmin
g solver,
cutting
Open source planes It controls the
solver algorithm Parameters to suitable
BLIS(
developed by and parallel solve problems methods to Version:0.91, Website:
BiCePS
the COIN-OR tree search are taken from progress a https://projects.coin.or.org/ C++ library is
Linear
project to algorithms the COIN-OR state-of-the- CHiPPS. similar to
Integer
Non- solve MILP are used to linear art parallel License: Common Public SYMPHONY.
Solver),
Commercial problems. solve MILP programming algorithm for License.
Software (COR@L problems, solver and CGL. a particular
Packages Lab). available problem set.
[33] from the
Coin Cut
Generation
Library
(CGL).
John Forrest, COIN-OR CBC can be
Parameters
an open- linear parallelized
taken to solve Version:2.5, Website:
CBC source solver, programmin using
problems are https://projects.coin.or.org/CB
(COIN-OR developed by g solver, shared-
taken from the C. C++
Branch and COIN-OR cutting memory
COIN-OR linear License: Common Public
Cut Solver) (Computation planes parallelism to
programming License.
al algorithm solve the
solver and CGL.
Infrastructure and parallel problem for
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Branch and
cut It supports about
The strategy
SCIP [35] Konrad Zuse- algorithm, 20 constraint
of SCIP has
(Solving Zentrum fur and Branch types for MILP, Version: 1.2, Website: C, C++, GAMS,
constructed
Constraint Information and price MINLP, and http://scip.zib.de/, MATLAB, JAVA
on the
Integer stechnik algorithm mixed integer all ZIB Academic License. PYTHON.
concept of
Programs) Berlin (ZIB). used to quadratic
constraints.
solve programming
problems.
Sequential
Ability to
and parallel Version:5.6,5.6.17,
The user of the Solve C, AMPL, GMPL,
types of the Website: https://projects.coin-
library can bi-objective GAMS (General
branch, cut, or.org/SYMPHONY/,
SYMPHON Developed change the MILPs and Algebraic
and price www.coin-or.org,
Y [36] by COIN-OR. algorithm using perform Modelling
algorithms License: Common Public
custom data basic System).
are used to License (CPL), open-source
files. sensitivity
solve MILPs solver.
studies.
problems.
continuous variables and nonlinear functions in the objective
3 MINLP INTRODUCTION AND MATHEMATICAL function and constraints. MINLP includes non-linear
REPRESENTATION OF MINLP programming (NLP) and MILP as subproblems while modelling
MINLP optimization problems contain both the discrete, a system for obtaining an optimal solution. The general
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formula of an MINLP model representation has expressed as These lower bound problems are known as a master
follow: problem. For solving the subproblem solution, first the
= 𝑓(𝑥, ), 𝑔(𝑥, ) ≤ 0, 𝑥 ∈ , ∈ 𝑌 ( ) (4) binary variables are fixed, and the next 𝑓𝑥 has
Where 𝑓( ) 𝑑 𝑔( ) are differentiable functions, 𝑥 is a computed. If the solution obtained for 𝑓𝑥 is a
continuous variable and are discrete variables. feasible one, then it gives an upper bound value
( 𝑒𝑟 𝑒).If the obtained solution is not feasible,
MINLP has expressed as: and then the feasible-MINLP method is used to solve the
𝑥 𝑓( ) = ( 𝑓( )) subproblem to get upper bound value. This process has
(5) performed until tolerance exists between lower and upper
Generally, the integer variables are limited to 0, and 1 bound values.
values and constraint function are naturally linear [37]. There Generalized Benders Decomposition (GBD): GBD is
are two nonlinear programming subproblems obtained from almost similar to the outer approximation process; a slight
MINLP, used in many solving methods. difference exists in the linear master problem formulation
Continuous relaxation of MINLP(r-MINLP): It is stated [43]. The master problem formulation considers discrete
as variables and inequality variables.
= 𝑓(𝑥, ), 𝑔(𝑥, ) ≤ 0, 𝑥 ∈ , ∈ 𝑌_(𝑅) (𝑟 ) Extended Cutting Plane (ECP): The ECP method also
(6) follows the same concept as an outer approximation, but
Where 𝑌_(𝑅) denotes the continuous relaxation of 𝑌, this method does not solve the nonlinear programming
integer variables has considered as continuous. subproblems [44].In this process solution obtained from a
Fixed MINLP (𝑓𝑥 ): The following expression master MILP, ( ), ( ) contains all the constraints
is used when nonlinear programming subproblems having that are linearized, and then linearized constraints are
fixed , violated have been added to the master problem. When
= 𝑓 (𝑥, ) , 𝑔(𝑥, ) ≤ 0, 𝑟 ∈ 𝑅 (𝑓𝑥 ) (7) violation lies is almost of the specified tolerance value,
when the solution is feasible, the upper bound and lower convergence has achieved. After each iteration algorithm
bound for MINLP are obtained by (𝑓𝑥 ) and gives a lower bound value. The main disadvantages of
(𝑟 ) respectively. this algorithm are convergence is slow, and it doesn‘t
provide an upper bound value, feasible solution until it
3.1 Classifications of MINLP achieves required convergences value [45].
MINLP generally classified into two types, such as convex
MINLP and nonconvex MINLP. 3.2 Convex MINLP optimization solvers
Many convex MINLP solvers are used to optimization problem
3.1.1 Convex MINLP solving in [46,47]. Some essential convex MINLP solvers have
Convex MINLP includes a minimization problem with the discussed below.
objective function around a feasible convex region. The Basic open source nonlinear mixed integer
different methods used for solving Convex MINLP has programming (BONMIN) [48]: This is a free solver to the
described below. users for solving MINLP problems, using methods like
Nonlinear Branch and Bound Method. outer approximation, branch and bound method,
Outer Approximation Method. extended cutting plane, NLP branch and bound method.
Generalized Benders Decomposition Method and Discrete and Continuous Optimizer (DICOPT) [49]: This
Extended Cutting Plane Method. is a commercial solver to the users for solving the
Nonlinear Branch and Bound Method: It might have MINLP problems by using an outer approximation
considered as the advanced method to the linear algorithm that has interfaced with GAMS.
branch and bound method. This method uses an Mixed Integer Linear and Nonlinear Optimization [50]:
extensive tree search process for obtaining an optimal This is an open-source solver used to solve nonlinear
solution over an integer variable [38-40]. programming (NLP) problems by using nonlinear branch
and bound, and outer approximation algorithms in
Step 1: Initially, it solves the continuous relaxation method on MATLAB software.
MINLP problems. Mixed-Integer Nonlinear Programming Branch and
Step 2: If the solution assigns integer values to all integer Bound (MINLPBB) [51]: MINLPBB is a commercial
variables using the linear relaxation method, then it is said to solver to users for solving the MINLP problems by using
be an optimal solution, and then the algorithm stops working. generalized bender decomposition and outer
Step 3: And if integer variable values have not assigned at approximation algorithms.
the current node, then it is chosen as [𝑉 = (𝑉 (0))]. Mixed-Integer Nonlinear Optimization Toolkit Algorithms
Step 4: Next branching method is applied to these integer Under Estimators and Relaxation (MINOTAUR): This is
variables, forms a new NLP problem having bound value also an open-source toolkit used by users for solving
represented as [𝑉 ≤ (𝑉 (0))] 𝑑 [𝑉 ≥ (𝑉 (0))] . convex MINLP problems by using nonlinear branch and
Step 5: The above steps have repeated until an optimal bound algorithm interfaced with C++ [52].
integer feasible solution is obtained. Alpha Extended cutting plane(α-ECP) [53]: This is a
Outer Approximation: This method employs two problems commercial based solver used for solving MINLPs by
such as Master-MIP (M-MIP) and Fixed-MINLP (𝑓𝑥 using the extended cutting plane method.
) [41,42]. The M-MIP have used for finding a lower Simple Branch and Bound (SBB): This solver has
bound value ( 𝑒𝑟 𝑒) and also used to find out executed in GAMS, which allows the users to select an
integer solution for the given estimated problem ( )
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NLP solver for solving MINLP problems by using the method [70]. MILP problem can be solved quickly, extremely
NLP branch and bound algorithm. fast and effectively using commercially existing solvers such
Branch and Reduce Optimization Navigator as CPLEX, Gurobi, Xpress and MATLAB [71].
(commercial solver) [54].
Algorithms for Continuous Global Optimization of 3.4 MINLP and MILP applications
nonlinear equations [55]. MINLPs has widely used in the field of engineering and
Convex Over and Under Envelopes for Nonlinear scientific applications. MINLP models of electrical engineering
Estimation (open sources solver) [56]. applications comprise the efficient management of electricity
Solving constraint integer programs (non-commercial transmission in [72], transmission expansion in [73],
solver) [57]. transmission switching and contingency analysis in [74] and
blackout prevention of electric power systems in [75].
3.3 Non-Convex MINLP Chemical engineering applications of MINLP models comprise
The most complex and dynamic fields in optimization are non- the design of water in [76], gas distribution networks in [77],
convex MINLP. For the exact modelling of the real-time and for the optimal design of reliable chemical plants in [78].
problems, the nonconvex constraints are used for obtaining Other applications MINLP model comprise like operational
the optimal solution is necessary [58,59]. The spatial branch reloading of nuclear reactors in [79] and electric distribution
and bound algorithm are the deterministic methods used for networks in [80]. In [81], MINLP models have used for
solving the non-convex MINLP problems. The main concept stochastic service system design problems. MILP has used in
related to the nonconvex solving process involves relaxations various fields of engineering and scientific applications.
of factorable formulations [60,61] and bounds tightening [62- Electrical engineering applications of MILP include optimizing
65]. In [66,67], a complete explanation about deterministic and distributed generation locations and sizes, considering
heuristic techniques has presented. different DGs modes of connection to the distribution grid in
[82]. In [83] S-MILP operational model is proposed for
3.3.1 Spatial branch and bound algorithm minimizing the sum of the most associated cost terms
The spatial branch and bound algorithm is a deterministic (switching costs, emissions, expected costs of operation, and
method used for solving non-convex MINLP problems and by unserved power in the system), by satisfying the number of
using a convex relaxation process to find the optimal solution. model constraints. In [84] MILP based technique is
implemented for smart self-healing grids. In [85],
Step1: This algorithm calculates convex relaxation of the NLP reconfigurable computing, architectures and design methods
problem which affords the lower bound value. are developed based on MILP models. In [86], approximated
Step 2: Next, a local or open-source solver is used to solve the MILP models are used to AC transmission expansion planning.
NLP problem. If the NLP problem has a feasible solution, then In [87] MILP model is used to reliability optimization in active
it gives an upper bound value. distribution networks. In [88] MILP branch flow model is used
Step 3: if the solution is not feasible, then the upper bound in synchronize AC multistage transmission expansion and
value is assumed as infinity. reactive power planning with security constraints. In [89] MILP
Step 4: If the differences between the upper bound and lower model is proposed for integrating expansion planning of multi-
bound values are within the tolerance limits, the algorithm carrier active energy systems. In [90] MILP model is
stops executing and provides an optimal solution for the implemented in the charging coordination problem of electric
problem. vehicles in unbalanced distribution systems.
Step 5: Otherwise, the two new NLP problems have formed by
using branches of variables. Later, each NLP problem 4 CONCLUSION
computed using the solver to obtain both upper bound and In this paper an overview of the deterministic MILP and MINLP
lower bound value by using previous steps. The upper bound solution methods with the mathematical description of
has taken from the new region, which is having the lowest methodologies, algorithms, software, and solvers had been
upper bound value. presented. MIP problem is one of the linear programs where
Step 6: This process is repetitive until the upper bound and the variables are constrained as integer. However, MILP
lowers bound is within the tolerance limits. involves problems with some variables, constrained to be
integers and other as non-integers. Whereas, MINLP solution
3.3.2 Non-Convex MINLP solvers method for problem performs both minimizing and maximizing
Many MINLP solvers have been built to solve the nonconvex a nonlinear function subject to nonlinear constraints. Here,
problems by using the branch and bound algorithm. The various MILP and MINLP methods and algorithms introduced
solvers used to solve the nonconvex MINLP are α-branch and by the researchers along with solvers and software that are
bound solver (α-BB), Convex over and under envelopes for used to solve the real time problems in the field of engineering
nonlinear estimation (COUENNE), Branch and reduce and science had been discussed in detail.
optimization navigator (BARON) and Lipschitz global optimizer
(LGO). The main advantage of the MILP over MINLP is that 5 ACKNOWLEDGMENT
convergence of the solution is definite for the given problem The authors are extremely grateful to the Chancellor, Vice-
[68]. Otherwise, if the obtained solution is optimal, then it is Chancellor and Vice-Presidents, of VIT University, Vellore, for
easy to determine the optimum local value for the MILP providing the excellent infrastructure facilities and
problems. In case if the constraints oppose each other or if the encouragement which have made this research work possible.
problem is abundant in the way of the objective function, then
the optimal solution cannot be determined [69]. The solution
accuracy can be specified using the branch and bound gap
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