On Jun 5, 2014, at 9:24 AM, Bj Wu <[email protected]> wrote: > Thanks for your reply. Last night I added one additional constrains to make > the value of variables to be 0/1. Like this: > > Subject: SUM{ (Xi * (Xi - 1))} = 0
That isn't going to work, because local optimization algorithms like COBYLA will never be able to "jump" from Xi of 0 to 1. In general, mixed-integer programming is a very hard problem, and is not addressed by NLopt. It is also NP-hard, so if you have a 76-dimensional problem you will probably need to exploit some special structure if you want to solve it. _______________________________________________ NLopt-discuss mailing list [email protected] http://ab-initio.mit.edu/cgi-bin/mailman/listinfo/nlopt-discuss
