Couenne (Convex Over and Under ENvelopes for Nonlinear Estimation) is a
branch&bound algorithm to solve Mixed-Integer Nonlinear Programming (MINLP)
problems of the form:
min f0(x,y)
fi(x,y) <= 0 i=1,2..., m
x in Rn, y in Zp
where all fi(x,y) are, in general, nonlinear functions.
Couenne aims at finding global optima of nonconvex MINLPs. It implements
linearization, bound reduction, and branching methods within a
branch-and-bound framework. Its main components are:
* an expression library;
* separation of linearization cuts;
* branching rules;
* bound tightening methods.
