[Scip] How to solve mixed integer non-linear programming problem using SCIP?

Stefan Vigerske stefan at math.hu-berlin.de
Mon Apr 7 16:29:29 CEST 2014


On 04/07/2014 03:57 PM, Xiangyong Li wrote:
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> Dear all,






Hi,

> I want to solve a general mixed integer non-linear programming problem with the following features:
> (1) Integer and continuous variables
> (2) Nonlinear objective
> (3) Nonlinear constraints
> Can I use SCIP to solve my problem?

Yes, but you need to reformulate your objective as constraint:
min f(x)  ->  min z s.t. f(x) <= z

> If ok, addition to SCIP, do I need install other nonlinear solver?

Building SCIP with Ipopt could be an advantage for finding feasible 
solutions.

> If not, is there any other software for my problem?

There is plenty: http://www.lmgtfy.com/?q=minlp+solver+software

Stefan

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> Thanks,
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> Xiangyong Li
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