[Clp] Fw: Can we pass the pointer of an objective functio to Clp model

Ted Ralphs ted at lehigh.edu
Thu Nov 3 19:16:03 EDT 2011


I'll just add that it seems as though Ipopt is exactly what you want. It is
an interior point solver for non-linear programs.

Cheers,

Ted

On Thu, Nov 3, 2011 at 11:47 AM, Lou Hafer <lou at cs.sfu.ca> wrote:

> Agarwal,
>
> > I am new to Clp and am trying to declare my own objective function of
> > the type ax^2 + bxy _c*log(x) + z^(exp(a-b)). I want to minimize the
> > function using Interior point alogirthm.
>
> To my knowledge, clp does not directly support this sort of nonlinear
> objective. You might want to have a look at Ipopt, or look for some way
> to reduce your objective to piecewise linear or quadratic. Someone else
> will have to take this further, nonlinear problems are not my area of
> expertise.
>
>                                                Lou
>
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-- 
Dr. Ted Ralphs
Associate Professor, Lehigh University
(610) 628-1280
ted 'at' lehigh 'dot' edu
coral.ie.lehigh.edu/~ted
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