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Sanych
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Post subject: MIxed Integer non-linear programming Posted: Wed May 27, 2020 5:12 pm |
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Joined: Wed May 27, 2020 5:04 pm Posts: 1
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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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