Mixed Integer Programming – Possible with SuanShu?

Yes, it is possible but only starting with version 1.10.0, which is scheduled to be released in two weeks.

SuanShu has implemented these algorithms for MIP:

2. Branch and Bound

3. Cutting Plane

4. Brute Force

Please stay tuned.

Thanks for the very fast response!

The problem is that I have to figure out a way to solve a MIP in java as fast as possible due to deadline constraints :(…

Anybody that could help me out? Thanks a million!!

Best regards

Maybe you can try the [tt:1ptry9u2]BruteForceMinimizer[/tt:1ptry9u2] class for now? http://www.numericalmethod.com/javadoc/suanshu/com/numericalmethod/suanshu/optimization/constrained/integer/BruteForceMinimizer.html

Is there any example code for this?

I must say I come from a commercial background, so programming is not really my second nature, making it very difficult to understand the preceding link (I know, I’m a noob :p).

Do you want to solved a mixed integer linear programming problem? If so, that would not work. [tt:6bk2n2s1]BruteForceMinimizer[/tt:6bk2n2s1] is only for unconstrained optimization. You will have to wait for version 1.10.0 unless you have access to our daily build.

Here is an example anyway.

<br />
    /**<br />
     * one out of the two variable is an integer, consecutive<br />
     */<br />
    @Test<br />
    public void test_0010() throws Exception {<br />
        RealScalarFunction f = new RealScalarFunction() {<br />
<br />
            public double evaluate(double... x) {<br />
                return x[0] * x[0] + x[1] * x[1];<br />
            }<br />
<br />
            public int dimensionOfDomain() {<br />
                return 2;<br />
            }<br />
<br />
            public int dimensionOfRange() {<br />
                return 1;<br />
            }<br />
        };<br />
<br />
        ArrayList<integerdomain> domains = new ArrayList</integerdomain><integerdomain>();<br />
        domains.add(new BruteForceIPProblem.IntegerDomain(0, -5, 5));//x0 ∈ [-5, 5]<br />
        BruteForceIPProblem problem = new BruteForceIPProblem(f, domains.toArray(new IntegerDomain[0]), 1e-14);<br />
        BruteForceIPMinimizer solver = new BruteForceIPMinimizer(1e-14, 20);<br />
        solver.solve(problem);<br />
        Vector minimizer = solver.search(new DenseVector(-5.0, -5.0));<br />
        double min = f.evaluate(minimizer.toArray());<br />
<br />
        assertEquals(0, min, 0);<br />
        assertEquals(min, solver.minimum(), 0);<br />
    }<br />
</integerdomain>

Then it will not be able to solve my problem :(.

Thanks for the very fasts responds either way!

Best regards