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

[Gregor Hendel]

Dear Heng Zhou

SCIP only accepts linear objective functions. A nonlinear objective 
function min C(x) needs to be linearized by means of an auxiliary 
objective variable w and a constraint in the form
            min w
s.t. C(x) <= w

The nonlinear constraint handler of SCIP can handle quite general 
arithmetic constraints. In order to give you more advise, it would be 
good if you described the nature
of your complex constraints/objective functions in more detail.

Kind regards,
Gregor

Am 05.07.2014 17:49, schrieb Heng Zhou:
> 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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