Abstract
MINOPT is a modeling language for solving a broad range of optimization problems formulated as mathematical programs. The motivation for developing MINOPT was the need for a framework capable of addressing mixed-integer nonlinear programming problems as well as problems involving dynamic problems described by differential and algebraic equations. The result is a comprehensive system that can address linear programs, mixed-integer linear programs, nonlinear programs, nonlinear programs with differential and algebraic constraints, mixed-integer nonlinear programs with differential and algebraic constraints, optimal control problems, and mixed-integer optimal control problems. MINOPT features an expressive modeling language, implementations of Generalized Benders Decomposition and Outer Approximation algorithms, and interfaces to commercial optimization software. Examples are presented to illustrate the features of the modeling language.
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