wiki:WikiStart

Version 21 (modified by pbonami, 13 years ago) (diff)

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Welcome to the Bonmin homepage

Bonmin (Basic Open-source Nonlinear Mixed Integer programming) is an open-source C++ code for solving general MINLP (Mixed Integer NonLinear Programming) problems of the form:

   min     f(x)

s.t.       g_L <= g(x) <= g_U
           x_L <=  x   <= x_U
           x_i in Z^n for all i in I and,
           x_i in R^n for all i not in I and,

where f(x): R^n --> R, g(x): R^n --> R^m are twice continuously differentiable functions and I is a subset of {1,..,n}.

Bonmin is distributed under the Common Public License (Cpl). The CPL is a license approved by the OSI (Open Source Initiative), thus Bonmin is OSI Certified Open Source Software.

Bonmin features several algorithms

  • B-BB is a NLP-based branch-and-bound algorithm,
  • B-OA is an outer-approximation decomposition algorithm,
  • B-QG is an implementation of Quesada and Grossmann's branch-and-cut algorithm,
  • B-Hyb is a hybrid outer-approximation based branch-and-cut algorithm.

The algorithms in Bonmin are exact when the functions f and g are convex; in the case where f or g or both are non-convex they are heuristics.

More information on Bonmin installation and usage can be found in the Bonmin User's Manual.

More information on the underlying algorithms in Bonmin can be found in: P. Bonami, L.T. Biegler, A.R. Conn, G. Cornuejols, I.E. Grossmann, C.D. Laird, J. Lee, A. Lodi, F. Margot, N.Sawaya and A. Waechter, An Algorithmic Framework for Convex Mixed Integer Nonlinear Programs by IBM Research Report RC23771, Oct. 2005.

Download and Install

Bonmin is preferably downloaded by using subversion.

In Un*x environments, make a directory, say Bonmin-dist where you want to download the code. Change to Bonmin-dist, and issue the following command:

 svn co svn://projects.coin-or.org/svn/Bonmin/trunk .

This copies all the necessary COIN-OR files to compile Bonmin to Bonmin-dist.

Obtaining required third party code

Bonmin needs a few external packages which are not included in the Bonmin package:

  1. Lapack (Linear Algebra PACKage)
  2. Blas (Basic Linear Algebra Subroutines)
  3. the sparse linear solver MA27 from the Harwell Subroutine Library and optionally (but strongly recommended) MC19 to enable automatic scaling in \Ipopt.
  4. optionally ASL (the Ampl Solver Library), to be able to use Bonmin\from Ampl.

Since these third-party software modules are released under licenses that are incompatible with the CPL (pay attention to their licenses), they cannot be included for distribution with Bonmin, but you will find scripts to help you download them in the subdirectory ThirdParty of the Bonmin distribution (Detailed instruction can be found in Ipopt manual or here?

Obtain documentation

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