scalanlp/breeze

Mixed-integer solver

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#600 opened on Oct 14, 2016

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Description

Is there a way to define a LinearProgram to have some/all variables to be Integer? I can't find any solvers other than the Apache Simplex (there is a BreachAndBound class, but it seems to be a stub). If not, is there any workaround to run an integer based optimization?

Contributor guide

Research direction
Investigate the existing BreachAndBound stub in breeze.optimize.linear and consider implementing a branch and bound or similar integer solver for LinearProgram.
Tech stack
scala
Domain
backend
Issue type
Feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
3
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
Half day
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
Stale
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
Clear
Prerequisites
Scalanumerical optimization
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
65