Comparison of Some High-Performance MINLP Solvers

Abstract

In this paper some high-performance mixed integer non-linear programming (MINLP) solvers in GAMS (General Algebraic Modeling System) are evaluated. AlphaECP, Baron, Dicopt and SBB are the MINLP (mixed integer non-linear programming) solvers in focus. A large test set with 250 problems is used and special attention is given to a new GAMS solver, GAMS/AlphaECP, which has recently been included in GAMS. The results show that each solver improves the overall performance of the GAMS system. Furthermore the results reveal that the combined performance of some pairs of solvers is significantly better than other pairs. 1