Package coin-or-Bonmin

https://projects.coin-or.org/Bonmin

Bonmin (Basic Open-source Nonlinear Mixed INteger programming) is an
experimental open-source C++ code for solving general MINLP (Mixed Integer
NonLinear Programming) problems of the form:

   min     f(x)

s.t.	   g_L <= g(x) <= g_U
	   x_L <=  x   <= x_U
	   x_i in Z for all i in I and,
	   x_i in R for all i not in I.

where f(x): R^n --> R, g(x): R^n --> R^m are twice continuously differentiable
functions and I is a subset of {1,..,n}.

Bonmin features several algorithms

  * B-BB is a NLP-based branch-and-bound algorithm,
  * B-OA is an outer-approximation decomposition algorithm,
  * B-QG is an implementation of Quesada and Grossmann's branch-and-cut
    algorithm,
  * B-Hyb is a hybrid outer-approximation based branch-and-cut algorithm.

The algorithms in Bonmin are exact when the functions f and g are convex;
in the case where f or g or both are non-convex they are heuristics.

Version: 1.8.9