While my current research is not directly on mixed integer nonlinear programming (MINLP), which is a hot topic these days, I have felt an urge to learn and the necessity to develop fast algorithms for such a kind of problems. Last week, one of my friends from Electrical Engineering asked me which solver can solve mixed integer nonlinear programming problems. I told him several options:
1. Bonmin, can solve MINLP whose objective functions are required to be convex
2. Couenne, is similar to Bonmin, while the problems can extend to nonconvex ones.
3. KNITRO, designed for nonlinear optimization problems, can also solve convex mixed integer nonlinear problems.
The first two solvers are affiliated with COIN-OR, which are open-source. KNITRO is a commercial one.
Showing posts with label MINLP. Show all posts
Showing posts with label MINLP. Show all posts
Monday, March 7, 2011
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