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2006 Beale — Orchard-Hays Prize Citation

Nick Sahinidis and Mohit Tawarmalani,
"A polyhedral branch-and-cut approach to global optimization",
Mathematical Programming, Series B 103 (2005), pp. 225-249

The approaches described in this paper are implemented in the BARON system. It represents a powerful approach for the global optimization of nonlinear optimization problems, including problems with integer variables.

The paper develops techniques that enhance previous versions of BARON. In particular, it uses factorable decompositions of nonlinear functions into subexpressions to construct polyhedral outer approximations that exploit convexity more thoroughly and yield tighter underestimators, in comparison to techniques that do not use decompositions. BARON also incorporates techniques from automatic differentiation, interval arithmetic, and other areas to yield an automatic, modular, and relatively efficient solver for the very difficult area of global optimization.