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I hadn't even heard of them before now. Mixed-Integer Programming Solvers is what I found looking up the term. What are the best free ones to check out? And any

I hadn't even heard of them before now. Mixed-Integer Programming Solvers is what I found looking up the term. What are the best free ones to check out? And anyone got good tutorials w/ examples? I'll start keeping an eye out for CompSci work on them if they're really useful.

allenz 8y ago
You should use a modeling library which abstracts away from individual solvers, such as pyomo for Python: http://www.pyomo.org http://www.pyomo.org Gurobi is the fastest solver, and it's free for college students. SCIP, MIPCL, and CBC are the fastest free solvers, in that order. To learn how to formulate a problem as a linear program, you can read through the examples at https://people.eecs.berkeley.edu/~vazirani/algorithms/chap7.pdf https://people.eecs.berkeley.edu/~vazirani/algorithms/chap7....
- nickpsecurity 8y ago
  Thanks! Edit: "Pyomo supports a wide range of problem types, including: Linear programming Quadratic programming Nonlinear programming Mixed-integer linear programming Mixed-integer quadratic programming Mixed-integer nonlinear programming Stochastic programming Generalized disjunctive programming Differential algebraic equations Bilevel programming Mathematical programs with equilibrium constraints" Love it when someone links to one thing that has a pile of links to other useful techniques to learn about. :)
  - allenz 8y ago
    I recommend learning linear programming first. It's simple and useful, and makes it easier to understand quadratic programming, convex optimization, etc.
- cjhanks 8y ago
  Yeah, way to provide some great references here. Thanks.
- aidos 8y ago
  We use SCIP in our system and it’s brilliant. They have proper python bindings so the call overhead is low. We reduced what was previously a complex hand optimised algorithm to a handful of equations a weight function. Highly recommended. https://github.com/SCIP-Interfaces/PySCIPOpt https://github.com/SCIP-Interfaces/PySCIPOpt

allenz 8y ago

You should use a modeling library which abstracts away from individual solvers, such as pyomo for Python: http://www.pyomo.org http://www.pyomo.org Gurobi is the fastest solver, and it's free for college students. SCIP, MIPCL, and CBC are the fastest free solvers, in that order. To learn how to formulate a problem as a linear program, you can read through the examples at https://people.eecs.berkeley.edu/~vazirani/algorithms/chap7.pdf https://people.eecs.berkeley.edu/~vazirani/algorithms/chap7....

nickpsecurity 8y ago
Thanks! Edit: "Pyomo supports a wide range of problem types, including: Linear programming Quadratic programming Nonlinear programming Mixed-integer linear programming Mixed-integer quadratic programming Mixed-integer nonlinear programming Stochastic programming Generalized disjunctive programming Differential algebraic equations Bilevel programming Mathematical programs with equilibrium constraints" Love it when someone links to one thing that has a pile of links to other useful techniques to learn about. :)
- allenz 8y ago
  I recommend learning linear programming first. It's simple and useful, and makes it easier to understand quadratic programming, convex optimization, etc.
cjhanks 8y ago
Yeah, way to provide some great references here. Thanks.
aidos 8y ago
We use SCIP in our system and it’s brilliant. They have proper python bindings so the call overhead is low. We reduced what was previously a complex hand optimised algorithm to a handful of equations a weight function. Highly recommended. https://github.com/SCIP-Interfaces/PySCIPOpt https://github.com/SCIP-Interfaces/PySCIPOpt