[Cbc] Linear System Constraint Least Square

Stefan Vigerske stefan at math.hu-berlin.de
Thu Oct 17 17:43:37 EDT 2013


Hi,

you asked for an alternative interfaces to do MIQP with Cbc, not whether 
Cbc can solve your problem.
I never tried solving (convex) MIQPs with Cbc. Within COIN-OR, I would 
probably go with Bonmin.

Stefan

On 10/17/2013 07:46 PM, soufiane khiat wrote:
> Cbc do not allow us to solve this kind of problem?
> Or any package on Coin-OR?
>
> Thanks
>
> Soufiane
>
>
> 2013/10/17 Mike Steglich <mike.steglich at berlin.de>
>
>> An additional alternative for an open source MPL is CMPL (coliop.org).
>>
>> Mike
>>
>> Am 17.10.2013 um 16:26 schrieb Stefan Vigerske:
>>
>>> Hi,
>>>
>>> you might want to look into algebraic modeling languages then, e.g.,
>>> Pyomo, ZIMPL for open source, and
>>> AIMMS, AMPL, GAMS for commercial.
>>>
>>> Stefan
>>>
>>>
>>> On 10/16/2013 08:18 PM, soufiane khiat wrote:
>>>> Hello,
>>>>
>>>> I'm new on Optimization topic. I try to minimize:
>>>> ||Ax-b||_2
>>>> Subject to a list of constraint {B_i, L_ij, E_ij}:
>>>> B_i (each x_i could have a: no bound, min bound, max bound or both):
>>>> min_i<=x_i<=max_i
>>>>
>>>> L_ij (with i != j, (i,j) On [1..N]):
>>>> x_i + x_j = u_ij With u_ij = {0 OR 1}
>>>>
>>>> E_ij (with i != j, (i,j) On [1..N]):
>>>> u_i >= x_i
>>>> u_j >= x_j
>>>> u_i + u_j <= 1 With (u_i, u_j) is Binary variable like u_ij on L_ij.
>>>>
>>>> I have no control on size of data, number of B_i, L_ij and E_ij it is
>> only
>>>> a data.
>>>> A is a Matrix NxM, x and b is a vector. So I would like to find best as
>>>> possible x to satisfact this constraints.
>>>>
>>>> My question is, how can I fill a CbcModel to describ this problem
>> without
>>>> *.mps file?
>>>> It is possible to only provide a Matrix A and b?
>>>>
>>>> Thanks for you answers.
>>>>
>>>> Soufiane KHIAT
>>>> Software Engineer
>>>>
>>>>
>>>>
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>>>> Cbc at list.coin-or.org
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>>>>
>>>
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>>
>>
>



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