Nonlinear optimization

[demid.t...@gmail.com]

Hi there!

I am engaged in a complex nonlinear optimization task. Features of this task are:
1. An array of thousands of input integer parameters.
2. One value to minimize with difficult nonlinear dependence on array of input parameters.
3. Several constraints with difficult nonlinear dependence on array of input parameters.

Does Google OR-Tools have a way to solve such tasks?

[Laurent Perron]

Most likely no, sorry. If it does not fit the CP-SAT modeling language (min, max, linear, product, modulo...), We have nothing. 

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[demid.t...@gmail.com]

Thanks.
But if we have a linear dependence instead of a nonlinear dependence, we can solve this task?
There is a useful example with 3 variables:
https://developers.google.com/optimization/cp/cp_solver
Can we use a large dynamic array instead of fixed small count of variables?


четверг, 6 декабря 2018 г., 11:25:43 UTC+3 пользователь Laurent Perron написал:

[Laurent Perron]

You can create any model you want, you just cannot change it during solve.

About solving, this is all NP, so try it, there are no guarantees,

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--Laurent