The Supporting Hyperplane Optimization Toolkit for Convex MINLP
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README.md

The Supporting Hyperplane Optimization Toolkit (SHOT)

SHOT is a solver for convex mixed-integer nonlinear programming (MINLP) problems. It is described in the paper:

Lundell, A. Kronqvist, J. and Westerlund, T. The Supporting Hyperplane Optimization Toolkit: A Polyhedral Outer Approximation Based Convex MINLP Solver Utilizing a Single Branching Tree Approach (2018). http://www.optimization-online.org/DB_FILE/2018/06/6680.pdf

Some details are also given in:

See the INSTALL file for installation instructions.

The GAMS interface is contributed by Stefan Vigerske, GAMS Software GmbH.