[SCIP] Asking about nonlinear objective function

[Adhe Kania]

Hi,

I am a new user in SCIP.
I participated in the interesting online summer school, CO at Work 2020 last
week and I am interested in using SCIP to solve my problem.
I use python, so I use pyscipopt.
My problem has a complicated nonlinear objective function with integer
variables.
I work with multiobjective optimization problem, so the objective function
is an achievement scalarazing function with nonlinear objective functions.
I asked in the Q&A session that SCIP can accommodate a nonlinear objective
function, but when I try with the simple nonlinear objective function, the
error "Nonlinear objective functions are not supported" shown.
I found from the list issues of pyscipopt that I should linearize it, using
the so-called epigraphical representation, which set the nonlinear
objective as a constraint. However, it doesn't work when I use norm.cdf
function.

Would you like to give me suggestion how to use my own complicated function
in SCIP?

Thanks in advance,
Adhe
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://listserv.zib.de/pipermail/scip/attachments/20200929/78773e29/attachment.html>