MINLP & solver

Answered

CHAYMAE MAKRI

• December 16, 2022 14:26

Q1: if I can resolve mixed integer nonlinear programming with gurobi? if yes, how?
Q2: if I can change the solver for my program?

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• Nonlinear

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  Jaromił Najman

  Gurobi Staff

  • January 02, 2024 13:58
  • Edited

  Q1: if I can resolve mixed integer nonlinear programming with gurobi? if yes, how?

  With version 11.0.0 Gurobi supports solving non-linear models using spatial branch-and-bound and outer approximation as an alternative to the static piecewise-linear approximation of non-linear constraints supported in earlier versions. Please refer to the documentation of general constraints for more details.

  Starting with version 9 Gurobi can solve  mixed-integer (non)convex problems with (bi)linear terms, i.e., the only nonlinearities allowed are squares and products of 2 variables. If your model is nonconvex, you have to set the NonConvex parameter to 2.

  Q2: if I can change the solver for my program?

  You don't have to change the "solver", you just have to possibly set the NonConvex parameter for versions before v11 and FuncNonlinear for nonlinear expressions.

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