FilMINT

The NEOS Server offers FilMINT for the solution of mixed-integer nonlinearly-constrained optimization problems. Problems can be submitted to FilMINT on the NEOS server in AMPL format.

FilMINT is based on the LP/NLP algorithm by Quesada and Grossmann implemented in a branch-and-cut framework. It combines the MINTO branch-and-cut framework for MILP with filterSQP, an active set solver, used to solve the nonlinear programs that arise as subproblems in the algorithm. Through MINTO, we are able to exploit a range of modern MILP features, such as enhanced branching and node selection rules, primal heuristics, preprocessing, and cut generation routines.

FilMINT was developed by Kumar Abhishek, Sven Leyffer, and Jeff Linderoth.

References:

• Abhishek, K., Leyffer, S., and Linderoth, J. T. 2010. FilMINT: An Outer-Approximation-Based Solver for Nonlinear Mixed Integer Programs. INFORMS Journal on Computing 22: 555-567. DOI:10.1287/ijoc.1090.0373.
• Quesada, I. and I. E. Grossmann. 1992. An LP/NLP based branch-and-bound algorithm for convex MINLP optimization problems. Computers and Chemical Engineering 16: 937-947.

Using the NEOS Server for FilMINT/AMPL

The user must submit a model in AMPL format. Examples of models in AMPL format can be found in the MacMINLP library.

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 commands file can contain any AMPL command or set options for FilMINT. Printing directed to standard out is returned to the user with the output.