MIxed Integer non-linear programming
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Author:  Sanych [ Wed May 27, 2020 5:12 pm ]
Post subject:  MIxed Integer non-linear programming

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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