[metslib-tickets] [METSlib | An Open Source Tabu Search Metaheuristic framework in modern C++ (cpp)] #2: Mixed Integer-Continuous Optimization

[METSlib | An Open Source Tabu Search Metaheuristic framework in modern C++ (cpp)]

#2: Mixed Integer-Continuous Optimization
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 Reporter:  vdebuen  |      Owner:  mirko
     Type:  task     |     Status:  new
 Priority:  major    |  Milestone:
Component:  metslib  |    Version:  0.4.3
 Keywords:           |
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 Hello

 (Sorry for my poor english)

 I'm Victor de Buen, from Bayes Forecast - Spain, the main developer of
 open source project TOL, and I'm thinking to create a port package to
 METSlib to be used by TOL users in order to solve complex problems of real
 bussines world.

 In this kind of problems, we can do almost no assumption over domain,
 restrictions nor behaviour of variables and cost function. Some times,
 evaluation of cost function is not analytical, you cannot express as  a
 mathematical formulae, you have only a black-box process that takes a set
 of parameters and returns a value.

 For continuous domain problems we use IPOPT, when gradient and hessian are
 available, and NLOPT when we have only the gradient or even a non
 continuous cost function.

 We have no speciallized method for integer or mixed-integer problems, and
 I think that meta-heuristic algorithms are the best option in real world
 problems.

 I supose that algorithms will be much more efficient when user gives
 specific methods to manage moving, and other algorithm related methods,
 but I'm afraid that many times user don't know almost anything about the
 problem except the cost function. However, the CPU time is everytime
 cheaper, so it could be sufficient having a low convergence rating.

 I've readed the documentation, the source code and the examples and I
 believe that is a good option for TOL due to it's written in C and have a
 wide battery of algorithms. I don't know much about meta-heuristic methods
 and I don't understand very well the neighbourhood-related methods. It's
 mandatory to define a problem-dependent moving methods, or it exists a
 default one that works for a black-box cost function? I have the same
 doubt about specific methods to configuration of algorithms like tabu
 related methods.

 Thanks in advance.

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Ticket URL: <https://projects.coin-or.org/ticket/2>
METSlib | An Open Source Tabu Search Metaheuristic framework in modern C++ (cpp) <https://projects.coin-or.org/metslib>
METSlib is a generic metaheuristics framework and toolkit in C++.