[SCIP] Method used by the solver for solving nonlinear models
Stefan Vigerske
svigerske at gams.com
Tue Nov 30 12:28:55 CET 2021
Hi,
it is a spatial branch-and-bound algorithm.
An LP relaxation is constructed and used for bounding. Branching may
happen on variables in nonconvex terms. NLPs are solved by a NLP solver
to find feasible solutions.
For a summary, see https://doi.org/10.1080/10556788.2017.1335312
(preprint: http://nbn-resolving.de/urn:nbn:de:0297-zib-59377)
If the NLP is recognized as convex by SCIP, then the solution from the
NLP solver should be globally optimal. SCIP will confirm this by
updating the LP relaxation until it has the same optimal value (i.e.,
gap is closed).
Stefan
On 11/30/21 11:52, Marcela Tais Bregadioli wrote:
> Good Morning! My name is Marcela.
>
> I would like to know what methodology is used by SCIP solver for solving
> continuous non-linear mathematical models.
>
> I have been looking at the solver page, but I have not found this specific
> information for continuous non-linear programming.
>
> Thanks in advance.
>
> Sincerely,
>
> Marcela
>
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