[Scip] question about applicability of SCIP to my programming problem

Heng Zhou hzhou1 at cs.uml.edu
Sat Jul 5 17:49:09 CEST 2014


Hi, I have a integer programming problem to solve with SCIP using matlab
interface. The characteristics of the problem is as follows:

(1) the variables are all general integers.
(2) the number of integers is around 100
(3) there are both upper and lower bound for each integer variable, but
they are the same for all variables.
(4) the objective function is not a simple expression; it's defined in a
matlab function. It only has value at integer input variables, so it's not
continuous, not differentiable, not smooth at all.
(5) The same is true for constraint function defined in another matlab
function.

Can SCIP be applied to solve this type of integer programming problem? I
have checked FAQ and the HowTo-pages but they don't give very clear answer.
Thanks for any help.
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