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ANTIGONE: Algorithms for coNTinuous / Integer Global Optimization of Nonlinear Equations

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Abstract

This manuscript introduces ANTIGONE, Algorithms for coNTinuous/Integer Global Optimization of Nonlinear Equations, a general mixed-integer nonlinear global optimization framework. ANTIGONE is the evolution of the Global Mixed-Integer Quadratic Optimizer, GloMIQO, to general nonconvex terms. The purpose of this paper is to show how the extensible structure of ANTIGONE realizes our previously-proposed mixed-integer quadratically-constrained quadratic program and mixed-integer signomial optimization computational frameworks. To demonstrate the capacity of ANTIGONE, this paper presents computational results on a test suite of \(2{,}571\) problems from standard libraries and the open literature; we compare ANTIGONE to other state-of-the-art global optimization solvers.

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  1. Ruth Misener

    Present address: Department of Chemical Engineering, Imperial College London, South Kensington, SW7 2AZ, UK

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  1. Department of Chemical and Biological Engineering, Princeton University, Princeton, NJ, 08544-5263, USA

    Ruth Misener & Christodoulos A. Floudas

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Correspondence to Christodoulos A. Floudas.

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C.A.F. is thankful for support from the National Science Foundation (CBET-0827907). This material is based upon work supported by both the National Science Foundation Graduate Research Fellowship to R.M. under Grant No. DGE-0646086 and by the Royal Academy of Engineering Research Fellowship to R.M.

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Misener, R., Floudas, C.A. ANTIGONE: Algorithms for coNTinuous / Integer Global Optimization of Nonlinear Equations. J Glob Optim 59, 503–526 (2014). https://doi.org/10.1007/s10898-014-0166-2

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