| Article ID: | iaor19942395 |
| Country: | United Kingdom |
| Volume: | 21 |
| Issue: | 4 |
| Start Page Number: | 359 |
| End Page Number: | 367 |
| Publication Date: | Apr 1994 |
| Journal: | Computers and Operations Research |
| Authors: | Borchers Brian, Mitchell John E. |
| Keywords: | programming: nonlinear, programming: branch and bound |
This paper describes an improved branch and bound code for zero-one mixed integer nonlinear programs with convex objective functions and constraints. The code uses Lagrangean duality to obtain lower bounds. The code also uses early branching to avoid solving some subproblems to optimality. Computational results show substantial performance improvements on many problems.