MILANO:Mixed-Integer Linear and Nonlinear Optimizer

MILANO is a Matlab-based solver for mixed-integer linear and nonlinear programming problems. It uses a branch-and-bound method for handling integer variables, and an interior-point method for solving the linear and nonlinear relaxations. The warmstarting scheme is based on the primal-dual penalty framework of Benson and Shanno, as documented here and here.

MILANO is still in development, but available for testing to the research community. Feel free to contact me with any questions and bug reports.


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The development of this page and all posted materials was supported by NSF Grant CCF-0725692. Other materials are available here and here.