Tapio Westerlund

dblp:19/1671 · DBLP profile ↗
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10ranked-venue papers
1as first author
1since 2021 · last 2022
0000-0002-8979-9642ORCID · corroborated

Domains — the database's venue-derived domains; a paper can count in several

Theory of computation · 8 · 1 first-author · 1 since 2021Artificial intelligence and machine learning · 1
YearPublicationVenuePosition
2022 The supporting hyperplane optimization toolkit for convex MINLP
abstract
Abstract In this paper, an open-source solver for mixed-integer nonlinear programming (MINLP) problems is presented. The Supporting Hyperplane Optimization Toolkit (SHOT) combines a dual strategy based on polyhedral outer approximations (POA) with primal heuristics. The POA is achieved by expressing the nonlinear feasible set of the MINLP problem with linearizations obtained with the extended supporting hyperplane (ESH) and extended cutting plane (ECP) algorithms. The dual strategy can be tightly integrated with the mixed-integer programming (MIP) subsolver in a so-called single-tree manner, i.e. , only a single MIP optimization problem is solved, where the polyhedral linearizations are added as lazy constraints through callbacks in the MIP solver. This enables the MIP solver to reuse the branching tree in each iteration, in contrast to most other POA-based methods. SHOT is available as a COIN-OR open-source project, and it utilizes a flexible task-based structure making it easy to extend and modify. It is currently available in GAMS, and can be utilized in AMPL, Pyomo and JuMP as well through its ASL interface. The main functionality and solution strategies implemented in SHOT are described in this paper, and their impact on the performance are illustrated through numerical benchmarks on 406 convex MINLP problems from the MINLPLib problem library. Many of the features introduced in SHOT can be utilized in other POA-based solvers as well. To show the overall effectiveness of SHOT, it is also compared to other state-of-the-art solvers on the same benchmark set.
Andreas Lundell, Jan Kronqvist, Tapio Westerlund
J. Glob. Optim.3
2018 Reformulations for utilizing separability when solving convex MINLP problems
Jan Kronqvist, Andreas Lundell, Tapio Westerlund
J. Glob. Optim.3
2018 On solving generalized convex MINLP problems using supporting hyperplane techniques
Tapio Westerlund, Ville-Pekka Eronen, Marko M. Mäkelä
J. Glob. Optim.1
2017 Method for solving generalized convex nonsmooth mixed-integer nonlinear programming problems
Ville-Pekka Eronen, Jan Kronqvist, Tapio Westerlund, Marko M. Mäkelä, Napsu Karmitsa
J. Glob. Optim.3
2016 The extended supporting hyperplane algorithm for convex mixed-integer nonlinear programming
Jan Kronqvist, Andreas Lundell, Tapio Westerlund
J. Glob. Optim.3
2014 New methods for calculating α BB-type underestimators
Anders Skjäl, Tapio Westerlund
J. Glob. Optim.2
2013 Improved Discrete Reformulations for the Quadratic Assignment Problem
Axel Nyberg, Tapio Westerlund, Andreas Lundell
CPAIOR2
2013 A reformulation framework for global optimization
Andreas Lundell, Anders Skjäl, Tapio Westerlund
J. Glob. Optim.3
2011 A Comparative Study of Solving Quadratic Assignment Problems using Some Standard MINLP Solvers
Toni Lastusilta, Tapio Westerlund
SIMULTECH2
2009 Some transformation techniques with applications in global optimization
Andreas Lundell, Joakim Westerlund, Tapio Westerlund
J. Glob. Optim.3