MINLPソルバ

PythonでMINLP(Mixed integer nonlinear programming problem)を解く方法を探している.

COIN-OR Projectsとリストより,関連のありそうなprojectを抜き書き.

  • LEMON: Library of Efficient Models and Optimization in Networks, a C++ template library aimed at combinatorial optimization tasks, especially those working with graphs and networks.
  • CMPL: Coliop / Coin Mathematical Programming Language, a mathematical programming language and a system for modelling
  • CyLP: Python interface for Cbc, Clp, and Cgl, a Python interface for Cbc, Clp, and Cgl
  • NLPAPI: Nonlinear Programming API, a subroutine interface for defining and solving nonlinear programming problems
  • Ipopt: Interior-Point Optimizer, for general large-scale nonlinear optimization
  • Bonmin: Basic Open-source Nonlinear Mixed INteger programming, an experimental open-source C++ code for solving general MINLP (Mixed Integer NonLinear Programming) problems *マニュアルPDF
  • Couenne: Couenne, a branch-and-bound algorithm for mixed integer nonlinear programming problems
  • LaGO: Lagrangian Global Optimizer, for the global optimization of nonconvex mixed-integer nonlinear programs