Couenne

Couenne
Stable release 0.5.2
Development status Active
Written in C++ (programming language)
Operating system Cross-platform
Website https://projects.coin-or.org/Couenne

Couenne (Convex Over and UnderENvelopes for Nonlinear Estimation) is a library for solving global optimization problems, also known mixed integer nonlinear optimization problems.[1] It uses a reformulation procedure and provides a linear programming approximation of any nonconvex optimization problem.

Its development was started in 2006 within a collaboration between IBM and Carnegie Mellon University. It is open source and is currently distributed under the Eclipse Public License v1.0.

The source code is available for download in the COIN-OR repository and on Github. Couenne uses other packages both in COIN-OR (COIN-OR CBC, COIN-OR CLP, COIN-OR OSI, COIN-OR Bonmin, COIN-OR Cgl, COIN-OR Ipopt) and outside (Lapack, Blas, Mumps, Nauty, SCIP, SoPlex).

References