[SCIP] Asking about nonlinear objective function

Ambros Gleixner gleixner at zib.de
Tue Sep 29 12:16:11 CEST 2020


Dear Adhe,

For PySCIPOpt-related questions, could you please open an issue in the 
PySCIPOpt repository and describe in a minimal (not) working example, 
what fails?

Thanks,
Ambros



Am 29.09.20 um 11:15 schrieb 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
> 
> 
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