Hi Steven, Thank you for your reply. I am not familiar with such kind of nonlinear programming. What do you mean 'special structure' for the high dimensional problem? Is there any other existing library I can play with for MINLP? I am looking at SCIP this morning, but not sure if it works with my simulation codes. Thanks again.
Cheers, Kevin 2014-6-5 下午12:01于 "Steven G. Johnson" <[email protected]>写道： > > 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 >
_______________________________________________ NLopt-discuss mailing list [email protected] http://ab-initio.mit.edu/cgi-bin/mailman/listinfo/nlopt-discuss
