[Ipopt] [SCIP] SCIP and Ipopt

[Benjamin Müller]

Hi Vincent,

I would recommend using JSCIPOpt, which is our SCIP-Java interface that 
can be found here:

     https://github.com/SCIP-Interfaces/JSCIPOpt

All relevant steps for building the interface are listed in the 
INSTALL.md, but basically, you will need to download the latest SCIP 
Optimization Suite and compile it with Ipopt. You might want to have a 
look at the JSCIPOpt/examples/Quadratic, which shows how to model a 
problem with simple quadratic constraints.

Please note that SCIP can't handle a nonlinear objective function. For 
this reason, you need to add an auxiliary variable z and then model your 
problem as

     min z
     z >= sum_{ij} X_{ij} Y_{ij}
     ...

Best,
Benny

On 02/13/2018 07:05 PM, Vincent Mirian wrote:
> HI all.
> 
> I am new to the SCIP community.
> 
> I am looking for a non-linear solver to solve:
> - an objective function similar to 0 <= sum over i and j of X_ij * Y_ij 
> * Constant < max
> - with constraints similar tosum(X_ij) = 1 and sum(Y_ij) = 1 (forcing 
> the values of X_ij and Y_ij to zero or one). A solution would be 
> sufficient (it can be local or global optimal).
> 
> I would need to interface the solver with Java. I found Google 
> Optimization Tools (OR-Tools) to interface SCIP with java. Note that 
> this work is for academic research.
> 
> - Would SCIP or Ipopt be suitable for my task? Would anyone have 
> experience integrating SCIP or Ipopt into Java?
> - I'm using a machine with ubuntu 64-bit. Are there any issues with 
> installing these tools in this machine environment?
> - What is the manner to describe the constraints and objective function 
> using these tools?
> 
> Thank you.
> -- 
> Vincent Mirian
> 
> 
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-- 
______________________________
Benjamin Müller
Zuse Institute Berlin
Takustr. 7, 14195 Berlin
benjamin.mueller at zib.de
+49 30 841 85-195