BONMIN Users’ Manual.pdf
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BONMIN Users’ Manual
Pierre Bonami and Jon Lee
Version 1.5
Updated July 2011
1 Introduction
BONMIN (Basic Open-source Nonlinear Mixed INteger programming) is an open-
source code for solving general MINLP (Mixed Integer NonLinear Program-
ming) problems. It is distributed on COIN-OR(www.coin-or.org) under the
CPL (Common Public License). The CPL is a license approved by the OSI
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,
(Open Source Initiative), thus BONMIN is OSI Certified Open Source Software.
There are several algorithmic choices that can be selected with BONMIN. B-BB
is a NLP-based branch-and-bound algorithm, B-OA is an outer-approximation
decomposition algorithm, B-iFP is an iterated feasibility pump algorithm, B-QG
is an implementation of Quesada and Grossmann’s branch-and-cut algorithm,
B-Hyb is a hybrid outer-approximation based branch-and-cut algorithm and
B-Ecp is a variant of B-QG based on adding additional ECP cuts.
Some of the algorithmic choices require the ability to solve MILP (Mixed
Integer Linear Programming) problems and NLP (NonLinear Programming)
problems. The default solvers for these are, respectively, the COIN-OR codes
Cbc and Ipopt. In turn, Cbc uses further COIN-OR modules: Clp (for LP
(Linear Programming) problems), Cgl (for generating MILP cutting planes), as
well as various other utilities. It is also pos sible to step outside the open-source
realm and use Cplex as the MILP solver and FilterSQP as the NLP solver.
Additional documentation can be found on the Bonmin homepage at
http://www.coin-or.org/Bonmin
and wiki at
https://projects.coin-or.org/Bonmin
Types of problems solved
BONMIN solves MINLPs of the form
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http://www.opensource.org
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