Global Optimization of Mixed-Integer Nonlinear Programs with SCIP 8

TL;DR

This paper discusses recent enhancements in SCIP 8.0 for solving convex and nonconvex mixed-integer nonlinear programs, including new features, benchmarking challenges, and comparative performance analysis.

Contribution

It introduces significant updates to SCIP 8.0's MINLP solving capabilities and provides a comprehensive comparison with other global MINLP solvers.

Findings

SCIP 8.0 shows improved MINLP solving performance.

Benchmarking global MINLP solvers remains challenging.

SCIP's new features enhance solution robustness.

Abstract

For over ten years, the constraint integer programming framework SCIP has been extended by capabilities for the solution of convex and nonconvex mixed-integer nonlinear programs (MINLPs). With the recently published version 8.0, these capabilities have been largely reworked and extended. This paper discusses the motivations for recent changes and provides an overview of features that are particular to MINLP solving in SCIP. Further, difficulties in benchmarking global MINLP solvers are discussed and a comparison with several state-of-the-art global MINLP solvers is provided.