wiki:WikiStart

Version 4 (modified by pbelotti, 11 years ago) (diff)

--

Couenne, an exact solver for nonconvex MINLPs

Couenne (Convex Over and Under ENvelopes for Nonlinear Estimation) is a branch&bound algorithm to solve Mixed-Integer Nonlinear Programming (MINLP) problems:

The purpose of Couenne is to find global optima of nonconvex MINLPs. Couenne implements linearization, bound reduction, and sophisticated branching methods within a Branch&Bound framework. Its main components are:

  • an expression library;
  • separation of linearization cuts;
  • branching rules;
  • bound tightening methods.

It is distributed on Coin-OR (http://www.coin-or.org) under the CPL (Common Public License). The CPL is a license approved by the OSI (Open Source Initiative), thus Couenne is OSI Certified Open Source Software.

Download, installation and usage

Note: For now we refer to an old version of Couenne. Instruction on how to obtain the new Couenne will be posted soon.

svn co https://projects.coin-or.org/svn/Couenne/trunk Couenne

Once Couenne is correctly configured and built, it is run as follows:

Couenne/src/main/couenne <instance.nl>

specifying a stub (.nl) as an input. Stub files can be generated from AMPL, for instance.

You may specify a set of options to tweak the performance of Couenne.

Couenne is maintained by Pietro Belotti (belotti@…).

Web page: https://projects.coin-or.org/Couenne/wiki

This project was initiated in 2006 by IBM and Carnegie Mellon University as part of a joint effort to develop algorithms for MINLP. You may find additional info (a publicly available library of test instances of Convex MINLPs and papers on MINLP) at

http://egon.cheme.cmu.edu/ibm/page.htm

For contributing code you should either contact the project maintainer or write to the mailing list. You can find legal requirement at

http://www.coin-or.org/contributions.html#contributions

Dependencies: CoinUtils?, Cbc, Cgl, Clp, Ipopt, Osi (from Coin-OR), ASL (Ampl Solver Library, see http://www.ampl.com).

External resources: Coin-OR, Common Public License.