install bonmin on windows

[Vahid Ansari]

Hello

I tried to install bonmin with cygwin on windows 10.

but I still get error of "Solver not found (bonmin)".

It would be great if you could help me.

[Johan Löfberg]

https://yalmip.github.io/solver/bonmin/

[Vahid Ansari]

Thanks for your answering.
I did whatever can be found on the internet but I still have problem in "make" line in cygwin for making executable bonmin file.

I tried to install third parties include lapack and blas using CMAKE. I built ALL_BIULD and INSTALL but I think I didn't succeed on that to, because in cmd "lapack /?" and "blas /?" are not recognizable.
I think the steps is like that:

1) install cygwin
2) install CMAKE
3) install gfortran for build visual stadio project of COIN-or
4) build CION-or libraries using CMAKE and install lapack and blas
5) install bonmin using cygwin
If i am missing something please help me.

[Johan Löfberg]

Why are you starting by compiling bonmin, when it is the matlab binaries for opti that you have to compile (and there are already binaries for windows available)

[Vahid Ansari]

do you mean there is a step between step 4 and 5 that should be compiling matlab binaries?
if so, what is a good compiler for that

[Johan Löfberg]

If you are hellbent on compiling from scratch, you will have to figure out how opti is compiled

https://github.com/jonathancurrie/OPTI

[Vahid Ansari]

It worked. thanks so much.

I have another question. my optimization problem was nonlinear mixed integer SDP.

I thought bonmin can handle it but It does not support SDP.

non of solvers in opti support both mixed-integer nonlinear and SDP constraints.

is there any convex solver that can support my problem?

[Johan Löfberg]

bnb supports linear SDP-representable + integer

develop branch of bmibnb supports basically nything, but the likelihood of it to work is close to 0

[Vahid Ansari]

I am really grateful of your help. thank you.

[Vahid Ansari]

Hello sir,
I have a mixed-integer (binary) linear SDP and I can solve it with bnb.
But I want to know Is there any way to give binary variable initial points for start?

[Johan Löfberg]

https://yalmip.github.io/warmstart

for many integer problems it does not help anything though, even if you initialize with the optimal solution, as the hard part often is to close the gap from below

don't miss to test cutsdp too, for some models it is much faster (and for some much slower)