forum.alglib.net
http://forum.alglib.net/

MIxed Integer non-linear programming
http://forum.alglib.net/viewtopic.php?f=2&t=4327
Page 1 of 1

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.

Page 1 of 1 All times are UTC
Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group
http://www.phpbb.com/