Re: [ojAlgo-user] solving integer quadratic programs

[Anders P. <an...@op...>]

I've built something you may want to try.

The next version of ojAlgo will have an LP/simplex solver as well as  
an MIP/branch-and-bound solver that works with both linear and  
quadratic (sub) solvers.

This is NOT finished!

The LP solver can handle most cases. It's just not yet very good at  
dealing with infeasible and/or unbounded problems.

The MIP solver is even less polished. So far there is only 1 unit test  
for it - that works.

http://ojalgo.org/generated/org/ojalgo/optimisation/integer/IntegerSolver.Builder.html

I'm interested in getting test cases.

/Anders


On 18 maj 2009, at 13.48, Anders Peterson wrote:

> On 18 maj 2009, at 11.10, Lukas Rupprecht wrote:
>
>> Hi everybody,
>>
>> I need to solve an integer quadratic program (especially a 0-1  
>> quadratic
>> program) in Java and I found ojAlgo for it. I got a quadratic solver
>> running but I can't figure out how to set integer constraints to the
>> problem. To create my program I used:
>>
>> QuadraticSolver.Builder qp = new QuadraticSolver.Builder(Q, c);
>>
>> Is there any possibility to solve integer quadratic programs with  
>> ojAlgo
>> and if so, how does it work?
>
>
> No, not directly. You'll have to implement some master algorithm  
> yourself. Just like someone recently did when they needed to handle  
> non-linear constraints.
>
> /Anders
>
>
>> Greets and thanks in advance,
>>
>> Lukas
>>
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