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PSORLab / EAGO.jl

A development environment for robust and global optimization
MIT License
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MILP Solvers? #131

Open stumarcus314 opened 4 months ago

stumarcus314 commented 4 months ago

The documentation linked below explains how to select linear programming (LP) solvers for EAGO. Does EAGO also make use of mixed integer linear programming (MILP) solvers? That is, does EAGO solve MILP subproblems? https://psorlab.github.io/EAGO.jl/dev/optimizer/high_performance/#Linear-Programming-Solver-Selection

RXGottlieb commented 4 months ago

EAGO solves MILP subproblems if the problem given to EAGO is an MINLP. Most of the LP solvers mentioned in the documentation are capable of solving MILPs as well as LPs, but if a subsolver is selected that cannot solve MILPs, and an MINLP is given to EAGO, an error will be thrown.