swMATH ID: 5166
Software Authors: Benson, Hande Y.; Sağlam, Ümit
Description: Matlab-based mixed-integer linear and nonlinear solver
(http://www.ismp2012.org/show-abs?abs=85) In this talk, we present details of MILANO (mixed-integer linear and nonlinear optimizer), a Matlab-based toolbox for solving mixed- integer optimization problems. Our focus will be on interior-point meth- ods for second-order cone programming problems and their extensions to mixed-integer second-order cone programming problems and non- linear programs with second-order cone constraints. Numerical results from portfolio optimization, supply chain management, and data mining will be presented.
Homepage: http://www.pages.drexel.edu/~hvb22/milano/index.html
Programming Languages: Matlab
Dependencies: Matlab
Keywords: optimization; The Constrained NLO Problem
Related Software: EGO; Matlab
Cited in: 2 Publications

Citations by Year