GloMIQO: Global Mixed-Integer Quadratic Optimizer

http://helios.princeton.edu/GloMIQO/index.html

The Computer-Aided Systems Laboratory at Princeton University is
pleased to announce the release of GloMIQO (Global Mixed-Integer
Quadratic Optimizer), a numerical solver addressing mixed-integer
quadratically-constrained quadratic programs (MIQCQP) to
epsilon-global optimality.

GloMIQO is commercially available through Princeton University and the
General Algebraic Modeling System (GAMS; version 23.8, now in beta:
http://www.gams.com/beta/).

Major applications of mixed-integer quadratically-constrained
quadratic programs (MIQCQP) include quality blending in process
networks, separating objects in computational geometry, and portfolio
optimization in finance. Specific instantiations of MIQCQP in process
networks optimization problems include: pooling problems, distillation
sequences, wastewater treatment and total water systems, hybrid energy
systems, heat exchanger networks, reactor-separator-recycle systems,
separation systems, data reconciliation, batch processes, crude oil
scheduling, and natural gas production. Computational geometry
problems formulated as MIQCQP include: point packing, cutting convex
shapes from rectangles, maximizing the area of a convex polygon, and
chip layout and compaction. Portfolio optimization in financial
engineering can also be formulated as MIQCQP.

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Christodoulos A. Floudas
Stephen C. Macaleer '63 Professor in Engineering and Applied Science,
Professor of Chemical and Biological Engineering

Department of Chemical and Biological Engineering
Princeton University
Princeton, N.J. 08544-5263
USA

Tel : 609-258-4595 (Office)
Fax : 609-258-0211 (Department)
E-mail : [log in to unmask]
Homepage : http://titan.princeton.edu
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