Accelerating Branch-and-Bound through a Modeling Language Construct for Relaxation-Specific Constraints

  • Authors:

  • Nikolaos V. Sahinidis;Mohit Tawarmalani

  • Affiliations:

  • Department of Chemical and Biomolecular Engineering, University of Illinois at Urbana-Champaign, Urbana, USA 61801;Krannert School of Management, Purdue University, West Lafayette, USA 47907-1310

  • Venue:
  • Journal of Global Optimization
  • Year:
  • 2005

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Abstract

In the tradition of modeling languages for optimization, a single model is passed to a solver for solution. In this paper, we extend BARON's modeling language in order to facilitate the communication of problem-specific relaxation information from the modeler to the branch-and-bound solver. This effectively results into two models being passed from the modeling language to the solver. Three important application areas are identified and computational experiments are presented. In all cases, nonlinear constraints are provided only to the relaxation constructor in order to strengthen the lower bounding step of the algorithm without complicating the local search process. In the first application area, nonlinear constraints from the reformulation---linearization technique (RLT) are added to strengthen a problem formulation. This approach is illustrated for the pooling problem and computational results show that it results in a scheme that makes global optimization nearly as fast as local optimization for pooling problems from the literature. In the second application area, we communicate with the relaxation constructor the first-order optimality conditions for unconstrained global optimization problems. Computational experiments with polynomial programs demonstrate that this approach leads to a significant reduction of the size of the branch-and-bound search tree. In the third application, problem-specific nonlinear optimality conditions for the satisfiability problem are used to strengthen the lower bounding step and are found to significantly expedite the branch-and-bound algorithm when applied to a nonlinear formulation of this problem.