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coin-or / rbfopt

RBFOpt library for black-box optimization
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Constraint handling #31

Closed adhe-k closed 4 years ago

adhe-k commented 4 years ago

Hi,

I have a MINLP problem with constraints, and I want to solve my problem with rbfopt. However, I can't find information about constraint handling in the documentation. Does this library support constraint handling?

Best, Adhe

gnannicini commented 4 years ago

Adhe, it does not support constraints. If there are few constraints, you could try penalizing them in the objective function. This only works if a large part of the box domain is feasible, though. There aren't many black-box optimization codes that support arbitrary constraints. If that's what you need, perhaps you could have a look at Nomad.

adhe-k commented 4 years ago

Yes, I need MINLP solver in python which handle black-box functions. I have looked at Nomad, but can't find the python version. Anyway, thanks for your answer.