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The SCIP Optimization Suite provides a collection of software packages for mathematical optimization, centered around the constraint integer programming (CIP) framework SCIP. This report discusses the enhancements and extensions included in the SCIP Optimization Suite 9.0. The updates in SCIP 9.0 include improved symmetry handling, additions and improvements of nonlinear handlers and primal heuristics, a new cut generator and two new cut selection schemes, a new branching rule, a new LP interface, and several bug fixes. The SCIP Optimization Suite 9.0 also features new Rust and C++ interfaces for SCIP, new Python interface for SoPlex, along with enhancements to existing interfaces. The SCIP Optimization Suite 9.0 also includes new and improved features in the LP solver SoPlex, the presolving library PaPILO, the parallel framework UG, the decomposition framework GCG, and the SCIP extension SCIP-SDP. These additions and enhancements have resulted in an overall performance improvement of SCIP in terms of solving time, number of nodes in the branch-and-bound tree, as well as the reliability of the solver., Comment: The release report of the SCIP Optimization Suite version 9.0

Nonnegativity certificates can be used to obtain tight dual bounds for polynomial optimization problems. Hierarchies of certificate-based relaxations ensure convergence to the global optimum, but higher levels of such hierarchies can become very computationally expensive, and the well-known sums of squares hierarchies scale poorly with the degree of the polynomials. This has motivated research into alternative certificates and approaches to global optimization. We consider sums of nonnegative circuit polynomials (SONC) certificates, which are well-suited for sparse problems since the computational cost depends on the number of terms in the polynomials and does not depend on the degrees of the polynomials. We propose a method that guarantees that given finite variable domains, a SONC relaxation will yield a finite dual bound. This method opens up a new approach to utilizing variable bounds in SONC-based methods, which is particularly crucial for integrating SONC relaxations into branch-and-bound algorithms. We report on computational experiments with incorporating SONC relaxations into the spatial branch-and-bound algorithm of the mixed-integer nonlinear programming framework SCIP. Applying our strengthening method increases the number of instances where the SONC relaxation of the root node yielded a finite dual bound from 9 to 330 out of 349 instances in the test set.

The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. The focus of this paper is on the role of the SCIP Optimization Suite in supporting research. SCIP's main design principles are discussed, followed by a presentation of the latest performance improvements and developments in version 8.0, which serve both as examples of SCIP's application as a research tool and as a platform for further developments. Further, the paper gives an overview of interfaces to other programming and modeling languages, new features that expand the possibilities for user interaction with the framework, and the latest developments in several extensions built upon SCIP., Comment: arXiv admin note: substantial text overlap with arXiv:2112.08872

For over ten years, the constraint integer programming framework SCIP has been extended by capabilities for the solution of convex and nonconvex mixed-integer nonlinear programs (MINLPs). With the recently published version 8.0, these capabilities have been largely reworked and extended. This paper discusses the motivations for recent changes and provides an overview of features that are particular to MINLP solving in SCIP. Further, difficulties in benchmarking global MINLP solvers are discussed and a comparison with several state-of-the-art global MINLP solvers is provided., Comment: 62 pages, shortened version submitted to Mathematical Programming Series B (Special Issue on Global Optimization)

The reformulation-linearization technique (RLT) is a prominent approach to constructing tight linear relaxations of non-convex continuous and mixed-integer optimization problems. The goal of this paper is to extend the applicability and improve the performance of RLT for bilinear product relations. First, a method for detecting bilinear product relations implicitly contained in mixed-integer linear programs is developed based on analyzing linear constraints with binary variables, thus enabling the application of bilinear RLT to a new class of problems. Our second contribution addresses the high computational cost of RLT cut separation, which presents one of the major difficulties in applying RLT efficiently in practice. We propose a new RLT cutting plane separation algorithm which identifies combinations of linear constraints and bound factors that are expected to yield an inequality that is violated by the current relaxation solution. This algorithm is applicable to RLT cuts generated for all types of bilinear terms, including but not limited to the detected implicit products. A detailed computational study based on implementations in two solvers evaluates the performance impact of the proposed methods., Comment: 28 pages, 0 figures. This is the extended version of the article published in: Integer Programming and Combinatorial Optimization: 24th International Conference, IPCO 2023

Certificates of polynomial nonnegativity can be used to obtain tight dual bounds for polynomial optimization problems. We consider Sums of Nonnegative Circuit (SONC) polynomials certificates, which are well suited for sparse problems since the computational cost depends only on the number of terms in the polynomials and does not depend on the degrees of the polynomials. This work is a first step to integrating SONC-based relaxations of polynomial problems into a branch-and-bound algorithm. To this end, the SONC relaxation for constrained optimization problems is extended in order to better utilize variable bounds, since this property is key for the success of a relaxation in the context of branch-and-bound. Computational experiments show that the proposed extension is crucial for making the SONC relaxations applicable to most constrained polynomial optimization problems and for integrating the two approaches., Comment: 4 pages, 0 figures, published in proceedings of the Hungarian Global Optimization Workshop HUGO 2022

The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. This paper discusses enhancements and extensions contained in version 8.0 of the SCIP Optimization Suite. Major updates in SCIP include improvements in symmetry handling and decomposition algorithms, new cutting planes, a new plugin type for cut selection, and a complete rework of the way nonlinear constraints are handled. Additionally, SCIP 8.0 now supports interfaces for Julia as well as Matlab. Further, UG now includes a unified framework to parallelize all solvers, a utility to analyze computational experiments has been added to GCG, dual solutions can be postsolved by PaPILO, new heuristics and presolving methods were added to SCIP-SDP, and additional problem classes and major performance improvements are available in SCIP-Jack., Comment: 114 pages, 8 figures

The benefits of cutting planes based on the perspective function are well known for many specific classes of mixed-integer nonlinear programs with on/off structures. However, we are not aware of any empirical studies that evaluate their applicability and computational impact over large, heterogeneous test sets in general-purpose solvers. This paper provides a detailed computational study of perspective cuts within a linear programming based branch-and-cut solver for general mixed-integer nonlinear programs. Within this study, we extend the applicability of perspective cuts from convex to nonconvex nonlinearities. This generalization is achieved by applying a perspective strengthening to valid linear inequalities which separate solutions of linear relaxations. The resulting method can be applied to any constraint where all variables appearing in nonlinear terms are semi-continuous and depend on at least one common indicator variable. Our computational experiments show that adding perspective cuts for convex constraints yields a consistent improvement of performance, and adding perspective cuts for nonconvex constraints reduces branch-and-bound tree sizes and strengthens the root node relaxation, but has no significant impact on the overall mean time.

Given a non-convex optimization problem, we study conditions under which every Karush-Kuhn-Tucker (KKT) point is a global optimizer. This property is known as KT-invexity and allows to identify the subset of problems where an interior point method always converges to a global optimizer. In this work, we provide necessary conditions for KT-invexity in n-dimensions and show that these conditions become sufficient in the two-dimensional case. As an application of our results, we study the Optimal Power Flow problem, showing that under mild assumptions on the variable's bounds, our new necessary and sufficient conditions are met for problems with two degrees of freedom.