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SUSPECT: MINLP special structure detector for Pyomo

Journal Article · · Optimization Letters
 [1];  [2];  [1]
  1. Imperial College London, London (United Kingdom). Dept. of Computing
  2. Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
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We present SUSPECT, an open source toolkit that symbolically analyzes mixed-integer nonlinear optimization problems formulated using the Python algebraic modeling library Pyomo. We present the data structures and algorithms used to implement SUSPECT. SUSPECT works on a directed acyclic graph representation of the optimization problem to perform: bounds tightening, bound propagation, monotonicity detection, and convexity detection. We show how the tree-walking rules in SUSPECT balance the need for lightweight computation with effective special structure detection. SUSPECT can be used as a standalone tool or as a Python library to be integrated in other tools or solvers. Here, we highlight the easy extensibility of SUSPECT with several recent convexity detection tricks from the literature. We also report experimental results on the MINLPLib 2 dataset.

Research Organization:
Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States)
Sponsoring Organization:
USDOE Office of Fossil Energy (FE)
Grant/Contract Number:
AC04-94AL85000
OSTI ID:
1496978
Report Number(s):
SAND--2019-1376J; 672405
Journal Information:
Optimization Letters, Journal Name: Optimization Letters Vol. 14; ISSN 1862-4472
Publisher:
Springer NatureCopyright Statement
Country of Publication:
United States
Language:
English

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Figures / Tables (24)

Table 1(p. 2)table Table 1
Fig. 1(p. 4)figure Fig. 1
Fig. 2(p. 5)figure Fig. 2
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Table 2(p. 17)table Table 2
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Fig. 7(p. 26)figure Fig. 7
Table 13(p. 29)table Table 13
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Table 15: Part 1(p. 29)table Table 15: Part 1
Table 15: Part 2(p. 30)table Table 15: Part 2
Table 15: Part 3(p. 31)table Table 15: Part 3

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Related Subjects

97 MATHEMATICS AND COMPUTING
Convexity
Mixed-integer nonlinear optimization
Open-source software