Opened 3 years ago

Last modified 2 months ago

#25116 new enhancement

Frontend for Mixed Integer Nonlinear Programming

Reported by: moritz Owned by:
Priority: major Milestone: sage-9.5
Component: numerical Keywords:
Cc: mkoeppe, yzh Merged in:
Authors: Reviewers:
Report Upstream: N/A Work issues:
Branch: Commit:
Dependencies: Stopgaps:

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Description

In #21003, we added support for PySCIPOpt and added scip as a optional MILP-solver. The solver SCIP can also handle nonlinear programs. There are also other nonlinear solvers available, such as Couenne from coin-or https://projects.coin-or.org/Couenne/.

I suggest to add a new class MixedIntegerNonlinearProgram?, simliar to the

class MixedIntegerLinearProgram, which can handle nonlinear constraints. One can also think about special treatment for quadratic constraints, and possibly convex optimization.

For this new class, there should be a generic backend. As soon as this is ready, we can build on top of this ticket to get backends for scip and couenne.

Comments and suggestions welcome!

Change History (3)

comment:1 Changed 3 years ago by moritz

  • Summary changed from Mixed Integer Nonlinear Programming to Frontend for Mixed Integer Nonlinear Programming

comment:2 Changed 5 months ago by mkoeppe

  • Cc yzh added
  • Milestone changed from sage-8.2 to sage-9.4

comment:3 Changed 2 months ago by mkoeppe

  • Milestone changed from sage-9.4 to sage-9.5
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