[Clp] ClpSimplexNonlinear question

[John Forrest]

Alex,

Very bold of you.

Actually SLP is fairly rugged (if not very fast).  At present it only 
works with a quadratic objective.  Try it on a quadratic problem in mps 
format to see what happens.  Safer to try without presolve at first.

clp quad.mps -presolve off -slp 100 -primals

As it is quadratic it will go into quadratic simplex at end (and do 
nothing), but you will get the idea.

To extend to other nonlinear you would need to make a new ClpObjective 
class which would have same functionality as ClpQuadraticObjective.

If anybody has ideas how to do this elegantly, I will be happy to help.

John Forrest
On 20/03/13 06:42, alexdowson98 at gmail.com wrote:
> Hi
> How can I use ClpSimplexNonlinear for solving non-linear problem with 
> SLP method ?
> Is there any example or anyone has tested it ?
> Alex
>
>
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