Couenne

The NEOS Server offers Couenne for the solution of mixed-integer nonlinearly-constrained (MINLP) and global optimization problems. Problems can be submitted to Couenne on the NEOS server in AMPL or GAMS format.

Couenne (Convex Over and Under ENvelopes for Nonlinear Estimation) is a branch-and-bound algorithm to solve mixed integer nonlinear programs (MINLPs) and global optimization problems. Couenne aims to find global optima of nonconvex MINLPs. It implements linearization, bound reduction, and branching methods within a branch-and-bound framework. Its main components are:

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

Couenne was developed and is currently maintained by Pietro Belotti and others. More details on the solver are available on the Couenne page at COIN-OR.

Using the NEOS Server for Couenne/AMPL

The user must submit a model in AMPL format. Examples are provided in the examples section of the AMPL website.

The problem must be specified in a model file. A data file and commands files may also be provided. If the commands file is specified, it must contain the AMPL solve command; however, it must not contain the model or data commands. The model and data files are renamed internally by NEOS.

The commands file may include option settings for the solver. To specify solver options, add

  option couenne_options 'OPTIONS';

Note: There is a minor bug in Couenne produces the message "infeasible solution" regardless of the solve outcome (e.g., even when a solution is found). Details can be found here.