Mixed-Integer Non-Linear Problems (MINLP)
- subjected to
- (smooth differentiable functions)
- OpenOpt MINLP example
- FuncDesigner MINLP examples:
MINLP solvers connected to OpenOpt:
|(since v. 0.38)
|BSD||an interval algorithm||Dmitrey||searches global extremum with specifiable accuracy fTol: abs(f - f*) < fTol , where f* is theoretical optimal value. Can handle nonsmooth, multiextremum and even some discontinuous funcs like ceil, floor.|
|branb||BSD||branch-and-bound||Ingar Solberg, Institutt for teknisk kybernetikk, Norges Tekniske Hrgskole, Norway||This is translation of MATLABs fminconset routine to Python (by Dmitrey, with some minor changes). It recuires parameter "nlpSolver" like "ipopt', "scipy_lbfgsb", "scipy_tnc" etc for solving NLP subproblems.|
- MINLP is NP-Hard class of problems.
- Please pay attention: objective function and non-linear constraints should be defined in whole R^nVars, i.e. for discrete variables as well as for continuous.
- For branb It is assumed that objective function and constraints are at least unimodal (convex is preferred).