Question: Consider a mixed-integer nonlinear program (MINLP) that contains only two binary variables y, y that appear linearly in the objective and constraints. The problem

Consider a mixed-integer nonlinear program (MINLP) that contains only two binary variables y, y that appear 

Consider a mixed-integer nonlinear program (MINLP) that contains only two binary variables y, y that appear linearly in the objective and constraints. The problem contains an unknown number of continuous variables in convex nonlinear constraints. We construct an NLP relaxation of the MINLP by relaxing the integrality requirements z = 2.5 on the two binary variables. The graph on the left is a partial branch-and-bound tree for solving the MINLP. Each node in the tree is numbered in the order the nodes were solved. Next to each node appears the value z of the NLP relaxation of the z = 5 MINLP. The solution of the NLP relaxation at node 2 is y = 0.5 and y = 0. At node 3, the NLP z = 3 relaxation gives y = 0 and y2 = 1. a) Is the MINLP a minimization or maximization problem? Explain why. b) Give and justify a range for the optimal objective function value of the MINLP. c) Which variable was branched on at node 1? Explain your answer. d) How would you branch at node 2? Explain why.

Step by Step Solution

3.42 Rating (171 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

The image contains a description of a mixedinteger nonlinear program MINLP and details about solving it using branchandbound techniques Here are the a... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Programming Questions!