MAiNGO
McCormick-based Algorithm for mixed-integer Nonlinear Global Optimization
Authors
Dominik Bongartz, JaromiƂ Najman, Susanne Sass, Alexander Mitsos
Date
17.02.2020

Thank you for using the beta version 0.2.1 of MAiNGO! If you have any issues, concerns, or comments, please communicate them using the Issues functionality at https://git.rwth-aachen.de/avt.svt/public/maingo.git or send an e-mail to MAiNG.nosp@m.O@av.nosp@m.t.rwt.nosp@m.h-aa.nosp@m.chen..nosp@m.de

How to Cite MAiNGO?

Please cite the latest MAiNGO report:
Bongartz, D., Najman, J., Sass, S. and Mitsos, A., MAiNGO - McCormick-based Algorithm for mixed-integer Nonlinear Global Optimization. Technical Report, Process Systems Engineering (AVT.SVT), RWTH Aachen University (2018).

Introduction

MAiNGO can solve problems of the following form, returning a solution that is delta-feasible and epsilon-optimal (where delta and epsilon are the respective tolerances specified by the user; cf., e.g., M. Locatelli & F. Schoen (2013), Global Optimization: Theory, Algorithms, and Applications) or showing that no delta-feasible point exists:

NLP.png

where the functions f, g and h can be computer codes implementing factorable functions (including multivariate outer functions as introduced by Tsoukalas & Mitsos, J. Global Optim. 59 (2014) 633). For details on what you may or may not do within these functions, see Section Modeling in MAiNGO. Note, however, that the relaxations and most bounding operations are not validated in the sense that round-off error is not accounted for. In this sense, the results cannot be fully guaranteed.

Example Applications

MAiNGO has been successfully applied to flowsheet-optimization problems (Bongartz & Mitsos 2017a, Bongartz & Mitsos 2017b, Bongartz & Mitsos 2019), optimization problems with artificial neural networks (Rall et al. 2018, Schweidtmann & Mitsos 2018), and hybrid mechanistic models (Schweidtmann et al. 2019, Schweidtmann et al. 2019, Huster et al. 2019a, Huster et al. 2019b).

applications.png

MAiNGO works particularly well for problems which can be formulated in a reduced space manner (Bongartz & Mitsos 2017a).

MAiNGO holds specialized relaxations for functions found in the field of chemical engineering (Najman & Mitsos 2016, Najman et al. 2019). All implemented special intrinsic functions can be found at doc/implementedFunctions/Implemented_functions.pdf.

This manual is divided in the following sections: