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

[Stefan Vigerske]

Hi,

from the description in (4) and (5), I don't think that SCIP's 
constraint handler for nonlinear constraints could be applied here. It 
needs an algebraic description of the functions.
Also the MATLAB interface that comes with SCIP only supports linear 
objectives and constraints, as far as I see. The MATLAB interface in 
OptiToolbox supports nonlinear constraints, but with the above requirements.

Stefan

On 07/05/2014 06:14 PM, Gregor Hendel wrote:
> 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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>> Scip at zib.de
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>
>
>
>
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