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