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<div class="moz-cite-prefix">Dear Heng Zhou<br>
<br>
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<br>
min w<br>
s.t. C(x) <= w<br>
<br>
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<br>
of your complex constraints/objective functions in more detail.<br>
<br>
Kind regards,<br>
Gregor<br>
<br>
Am 05.07.2014 17:49, schrieb Heng Zhou:<br>
</div>
<blockquote
cite="mid:CAHrM02LLP69dLRtn8ehUQr3TYWZM_wY7yua4zsAwiUsm3+v-Ew@mail.gmail.com"
type="cite">
<div dir="ltr">Hi, I have a integer programming problem to solve
with SCIP using matlab interface. The characteristics of the
problem is as follows:<br>
<br>
(1) the variables are all general integers.<br>
(2) the number of integers is around 100<br>
(3) there are both upper and lower bound for each integer
variable, but they are the same for all variables.<br>
(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.<br>
(5) The same is true for constraint function defined in another
matlab function.<br>
<br>
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.<br>
<br>
</div>
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