Couenne

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. It is distributed on COIN-OR under the Eclipse Public License (EPL). The EPL is a license approved by the Open Source Initiative (OSI), thus Couenne is OSI Certified Open Source Software.