The global solver in the LINDO API

Abstract

The global solver in the LINDO Application Programming Interface (LINDO API) finds guaranteed global optima to nonconvex, nonlinear and integer mathematical models using the branch and bound/relax approach. We describe (a) the class of problems for which it tends to be appropriate; (b) how to access it directly via the LINDO API or via various modelling language front ends; (c) heuristics used for finding good initial solutions; (d) methods for constructing easily solved relaxations; (e) branching rules for splitting a problem into more easily solved subproblems; and (f) some illustrative computational results.

Keywords:

• global optimization
• nonsmooth optimization
• mixed integer nonlinear programming
• LINDO API

AMS Subject Classification :

• 90C26
• 90C11
• 65K05