[Clp] NonConvex Separable Solver in Clp

[Dario Pacino]

Hi,

I am working on a piece-wise linear approximated (separable programming) non-convex problem, and looking in Clp I have not been able to find any option to solve those kind of problems.

In the paper "The Simplex method for Local Separable Programming, Clair E. Miller, 1963" a method for this kind of problem is published (even if it does not guarantee optimality). This method is also presented in "Model Building in Mathematical Programming, H. Paul Williams". 

I was wondering if Clp does have support for these models.

/Dario