BARON Software

BARON is a computational system for solving nonconvex optimization problems to global optimality. Purely continuous, purely integer, and mixed-integer nonlinear problems can be solved with the software. The Branch-And-Reduce Optimization Navigator derives its name from its combining constraint propagation, interval analysis, and duality in its reduce arsenal with advanced branch-and-bound optimization concepts.

Comparisons

Aggregate test set

A systematic comparison on 1740 test problems shows that BARON has an edge over other global codes for NLP/MINLP. The test problems used in this comparison were originated from GlobalLib, CMU/IBMLib, MINLPLib, and PrincetonLib, respectively. This test set includes all problems from these libraries that are accepted by all solvers. These and additional test problems are available in a variety of formats. Below we give performance profiles for individual test sets.

141 MINLPs from IBMLibIBMLIB 250 MINLPs from MINLPLibMINLPLIB
369 NLPs from GlobalLib GLOBALLIB 980 NLPs from PrincetonLibPRINCETONLIB

Features

  • A general purpose solver for mixed-integer nonlinear optimization problems.
  • Availability under the widely used MATLAB, YALMIP, GAMS and AIMMS modeling environments.
  • Developer-oriented parser interface that facilitates custom applications.

Availability

  • Commercial versions of the code along with user support are available under a variety of platforms:
    • The Optimization Firm offers versions that can be used through BARON's own parser-interface, as well as under MATLAB and YALMIP.
    • The GAMS and AIMMS modeling languages offer BARON as one of the solvers they provide.
  • The GAMS/BARON solver is available freely via the NEOS server for optimization, along with free computing time.

Bibliography

The best way to cite BARON is by citing:

  1. Tawarmalani, M. and N. V. Sahinidis, A polyhedral branch-and-cut approach to global optimization, Mathematical Programming, 103(2), 225-249, 2005. Click here for bibtex entry.
  2. Sahinidis, N. V., BARON 14.4.0: Global Optimization of Mixed-Integer Nonlinear Programs, User's manual, 2014. Click here for bibtex entry. Please make sure to cite the exact version of the code you are using. BARON 14.4.0 was the version available when this page was last updated.

Examples

We have listed out a few example files for a variety of problem types.