[Cbc] Linear System Constraint Least Square

[soufiane khiat]

Hi,

Yes indeed Bonmin look like what I need. But on windows it's a nightmare to
build. And binary distribution do not provide any release for Visual Studio
x64.

Other project like:
- LaGO
- Couenne
- NLPAPI
...

Could provide a function to solve my MIQP ?

Thanks for you help

Soufiane



2013/10/17 Stefan Vigerske <stefan at math.hu-berlin.de>

> 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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>>>>>
>>>>>
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>>>
>>>
>>
>
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