Search code examples
constraintsopen-sourcenonlinear-optimizationpyomomixed-integer-programming

Are there any reliable open source non-linear mixed integer optimization solvers?


I've been struggling to find some open source non-linear integer optimization solvers! I am trying to solve a 16 variable problem where 8 values are integers, subjected to two nonlinear objective functions and 5 nonlinear constraint functions. Is this possible in the open-source domain? I got PyOmo and created my whole model before I realized that the GLPK solver doesn't support non-linearity... facepalm

(Trying to solve for gear sizes in a gearbox given target geartrain ratios - I'm an engineering student)


Solution

  • Here is a semi-recent survey of MINLP solver software. Any solver discussed in that paper that has an AMPL interface can be used with Pyomo (e.g., BONMIN, Couenne). See the table at the end of the linked paper for a complete list.