Solving MINLP Problem Solver SCIP with gekko python

Question

I am trying an MINLP problem at Gekko, however, the available solver APOPT is not helpful in solving my problem. Is it possible to use SCIP solver in Gekko Python?

Answer 1

Unfortunately SCIP is not an available solver in Gekko. I recommend that you first just try to see if the IPOPT solver can solve the non-integer version of your problem with:

m.options.SOLVER = 3

If the Nonlinear Programming (NLP) problem can't solve then it unlikely that a Mixed-Integer Nonlinear Programming (MINLP) solver would be successful. If you are looking for SCIP in Python, there is PySCIPOpt. SCIP is freely available to academic researchers but requires a license for commercial use. Part of the reason that solvers like SCIP are not in gekko is that there is tight integration between the modeling language and the solver. Commercial solvers rarely distribute source code to allow this level of integration. There are additional solver options that may also help you if you'd like to try APOPT. Here are a few:

m.solver_options = ['minlp_gap_tol 1.0e-2',\
                    'minlp_maximum_iterations 10000',\
                    'minlp_max_iter_with_int_sol 500']

Answer 2

Thanks, Sir. Although, a couple of variables in my problem are integer. Still, I did try IPOPT as well, however, got the same answer.