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A collection of tools (classes, functions, etc.) for developing MINLP algorithms

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Coramin

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Coramin is a Pyomo-based Python package that provides tools for developing tailored algorithms for mixed-integer nonlinear programming problems (MINLP's). This software includes classes for managing and refining convex relaxations of nonconvex constraints. These classes provide methods for updating the relaxation based on new variable bounds, creating and managing piecewise relaxations (for multi-tree based algorithms), and adding outer-approximation based cuts for convex or concave constraints. These classes inherit from Pyomo Blocks, so they can be easily integrated with Pyomo models. Additionally, Coramin has functions for automatically generating convex relaxations of general Pyomo models. Coramin also has tools for domain reduction, including a parallel implementation of optimization-based bounds tightening (OBBT) and various OBBT filtering techniques.

Primary Contributors

  • Relaxation classes
  • OBBT
  • OBBT Filtering
  • Factorable programming approach to generating relaxations
  • Parallel OBBT
  • McCormick and piecewise McCormick relaxations for bilinear terms
  • Relaxations for univariate convex/concave fucntions
  • Relaxation classes
  • Alpha-BB relaxation

Relevant Packages

Coramin is built upon Pyomo and is designed for integration with Pyomo models.

Use of Coramin can be improved significantly by also utilizing Suspect's convexity detection and feasibility-based bounds tightening features. Future development of Coramin will directly use Suspect in Coramin's factorable programming approach to generating relaxations.

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