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abdelkimo / python-zibopt

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change nonlinear objective variables to use inequalities #23

Closed GoogleCodeExporter closed 8 years ago

GoogleCodeExporter commented 8 years ago 
Currently, when a nonlinear objective function is passed to solver.minimize or 
solver.maximize, a new variable is added to the solver equal to that 
expression.  This is because SCIP can only optimize a linear objective 
function.  Instead of setting it equal, we should be using an inequality as 
this may give better performance in some circumstances.

Original issue reported on code.google.com by ryanjoneil on 20 Jun 2011 at 3:30

GoogleCodeExporter commented 8 years ago

Original comment by ryanjoneil on 21 Jun 2011 at 8:09