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Couenne (Convex Over and Under ENvelopes for Nonlinear Estimation) is a branch&bound algorithm to solve Mixed-Integer Nonlinear Programming (MINLP) problems of the form: min f0(x,y) fi(x,y) <= 0 i=1,2..., m x in Rn, y in Zp where all fi(x,y) are, in general, nonlinear functions. Couenne aims at finding global optima of nonconvex MINLPs. It implements linearization, bound reduction, and branching methods within a branch-and-bound framework. Its main components are: * an expression library; * separation of linearization cuts; * branching rules; * bound tightening methods.
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