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 Post subject: MIxed Integer non-linear programming
PostPosted: Wed May 27, 2020 5:12 pm 
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Joined: Wed May 27, 2020 5:04 pm
Posts: 1
Hey there.

I'm looking for a solver for my optimization task.
There are thousands of bounded variables and tens of linear constraints.

There are 3 cases:
1) all variables are binary;
2) all variables are integer;
3) some variables are continuous and some are integer \ binary.

The target function is non-convex and continuously twice-differentiable everywhere.

Does Alglib provide any solver for at least some of my cases?

I appreciate any help.


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