[Cbc] Linear System Constraint Least Square

[soufiane khiat]

I can't use a webservice to solve the problem. I have to provide a
standalone.

Thanks


2013/10/18 Jiadong Wang <jiadwang at gmail.com>

> pls try neos
> http://www.neos-server.org/neos/solvers/index.html
>
> On Fri, Oct 18, 2013 at 7:36 PM, soufiane khiat
> <soufiane.khiat at gmail.com> wrote:
> > 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
> >>>>>>
> >>>>>>
> >>>>>>
> >>>>>> _______________________________________________
> >>>>>> Cbc mailing list
> >>>>>> Cbc at list.coin-or.org
> >>>>>> http://list.coin-or.org/mailman/listinfo/cbc
> >>>>>>
> >>>>>
> >>>>> _______________________________________________
> >>>>> Cbc mailing list
> >>>>> Cbc at list.coin-or.org
> >>>>> http://list.coin-or.org/mailman/listinfo/cbc
> >>>>
> >>>>
> >>>>
> >>>
> >>
> >
> >
> > _______________________________________________
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> > http://list.coin-or.org/mailman/listinfo/cbc
> >
>
>
>
> --
> Jiadong Wang
> Harold S. Mohler Laboratory
> Lehigh University
> 200 West Packer Avenue
> Bethlehem, PA 18015-1582
> Phone No: 484-707-8895
> coral.ie.lehigh.edu/~jiadongwang
>
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