Forum Discussion
FICO
10 years agoCommunity Manager
General nonlinear mixed integer problems
Hello, I'm trying to solve a nonlinear mixed integer problem (quadratic objective function, quadratic constrains, non convex, mixed integer) using mmxnlp, but I'm getting a feasible solution that is...
FICO
10 years agoCommunity Manager
Hi there,
if the problem is nonlinear nonconvex it is not possible to solve it to global optimality unless you have a global solver. With nonconvex objective function and/or nonconvex constraints, Xpress uses SLP, a nonlinear solver that returns a local optimum, but not necessarily a global optimum. It is therefore possible, as you report, to have solutions that are better than that found by SLP.
Hope this helps. Regards,
Pietro
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