SUSPECT: MINLP special structure detector for pyomo
File(s)Ceccon2020_Article_SUSPECTMINLPSpecialStructureDe.pdf (442.81 KB)
Published version
Author(s)
Ceccon, Francesco
Siirola, John
Misener, Ruth
Type
Journal Article
Abstract
We present SUSPECT, an open source toolkit that symbolically analyzesmixed-integer nonlinear optimization problems formulated using the Python alge-braic modeling library Pyomo. We present the data structures and algorithms used toimplement SUSPECT. SUSPECT works on a directed acyclic graph representation ofthe optimization problem to perform: bounds tightening, bound propagation, mono-tonicity detection, and convexity detection. We show how the tree-walking rules inSUSPECT balance the need for lightweight computation with effective special struc-ture detection. SUSPECT can be used as a standalone tool or as a Python library to beintegrated in other tools or solvers. We highlight the easy extensibility of SUSPECTwith several recent convexity detection tricks from the literature. We also report ex-perimental results on the MINLPLib 2 dataset.
Date Issued
2019-02-16
Date Acceptance
2019-01-23
Citation
Optimization Letters, 2019, 14, pp.801-814
ISSN
1862-4472
Publisher
Springer Verlag
Start Page
801
End Page
814
Journal / Book Title
Optimization Letters
Volume
14
Copyright Statement
© The Author(s) 2019. This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
Sponsor
Engineering and Physical Sciences Research Council
Identifier
https://link.springer.com/article/10.1007%2Fs11590-019-01396-y
Grant Number
EP/P016871/1
Subjects
Science & Technology
Technology
Physical Sciences
Operations Research & Management Science
Mathematics, Applied
Mathematics
Mixed-integer nonlinear optimization
Convexity
Open-source software
GLOBAL OPTIMIZATION
MATHEMATICAL PROGRAMS
INTEGER
BRANCH
GRAPHS
Operations Research
0102 Applied Mathematics
0103 Numerical and Computational Mathematics
Publication Status
Published
Date Publish Online
2019-02-16