Octeract Engine is a proprietary
deterministic global optimization solver for general Mixed-Integer Nonlinear Programs (MINLP).
. It claims to use
MPI
MPI or Mpi may refer to:
Science and technology Biology and medicine
* Magnetic particle imaging, an emerging non-invasive tomographic technique
* Myocardial perfusion imaging, a nuclear medicine procedure that illustrates the function of the hear ...
as a means of accelerating solution times. Up to now there hasn't been any publication supporting the statement.
History
Octeract Engine was developed by Nikos Kazazakis and Gabriel Lau. The first public beta version of Octeract Engine was released in August 2019 and it came out of beta in August 2020.
Performance
In July 2022 it ranked first on a single core benchmark of Stefan Vigerske's test set MINLPLib as shown by Prof. Mittelmann.
[http://plato.asu.edu/ftp/minlp.html] As of August 2022 it is also the first and only solver to solve the largest open transmission switching problems in the MINLPLib set, namely transswitch2736spp and transswitch2736spr.
Features
* Distributed computing through
MPI
MPI or Mpi may refer to:
Science and technology Biology and medicine
* Magnetic particle imaging, an emerging non-invasive tomographic technique
* Myocardial perfusion imaging, a nuclear medicine procedure that illustrates the function of the hear ...
* Supports discontinuous elementary functions (e.g. and )
* Supports trigonometric functions
* Guarantees global optimality
* Reformulation of user input
* Detection of special structure
* Guaranteed calculations through
interval arithmetic and
arbitrary-precision arithmetic
Supported problem types
File formats
Octeract Engine can read and write
.nl,
.lp and
.mps files.
Interfaces
Octeract Engine can be run directly or invoked as a C++ library. It supports the following modelling languages:
*
AMPL
*
ASL
American Sign Language (ASL) is a natural language that serves as the predominant sign language of Deaf communities in the United States of America and most of Anglophone Canada. ASL is a complete and organized visual language that is express ...
*
GAMS
*
JuMP
*
Pyomo
*
Mosel (programming language)
The FICO Xpress optimizer is a commercial optimization solver for linear programming (LP), mixed integer linear programming (MILP), convex quadratic programming (QP), convex quadratically constrained quadratic programming (QCQP), second-order c ...
The engine also interfaces to the following solvers:
*
CPLEX
*
FICO Xpress
*
GUROBI
*
CBC
*
CLP
*
IPOPT
Limitations
Like all deterministic global optimization software, Octeract Engine requires the explicit mathematical expressions for all functions used in the problem.
See also
*
ANTIGONE
*
BARON
Baron is a rank of nobility or title of honour, often hereditary, in various European countries, either current or historical. The female equivalent is baroness. Typically, the title denotes an aristocrat who ranks higher than a lord or knig ...
*
Couenne
*
AMPL
*
GAMS
References
{{Mathematical optimization software
Mathematical optimization software