(74d) GOSSIP: Decomposition Software for the Global Optimization of Nonconvex Two-Stage Stochastic Mixed-Integer Nonlinear Programs
GOSSIP includes subroutines for reformulating user input, detecting special structure, automatic construction of the subproblems required by the decomposition techniques, automatic construction of relaxations, and bounds tightening [9â??12]. The decomposition framework includesÂ implementations of nonconvex generalized Benders decomposition (NGBD) [7, 8], LagrangianÂ relaxation [1, 13], and a modified Lagrangian relaxation algorithm. The option of solving theÂ extensive form of the two-stage stochastic MINLP using a global optimization solver is also included. Solver links to several state-of-the-art optimization software are part of GOSSIP and areÂ used to solve the various subproblems used by the decomposition techniques.
A library of test instances of two-stage stochastic MINLPs from the literature is composed,Â and the capabilities of GOSSIP are demonstrated over this diverse set of problems.
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