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:
- Kronqvist, J., Lundell, A. and Westerlund, T. Journal of Global Optimization (2016) 64: 249. https://doi.org/10.1007/s10898-015-0322-3
- Lundell, A., Kronqvist, J. and Westerlund, T. Proceedings of the XIII Global Optimization Workshop GOW’16 (2016). http://apolo.dps.uminho.pt/gow16/Proceedings_GOW16.pdf#page=112
See the INSTALL file for installation instructions.
The GAMS interface is contributed by Stefan Vigerske, GAMS Software GmbH.