Octeract Engine Options

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USE AUTOMATIC EXPANSION

Name:USE_AUTOMATIC_EXPANSION
Type:bool
Default Value:true
Available Options:true, false

I told you we had the best gear. Preprocessing a global optimisation problem can often be so expensive that many “state-of-the-art” MINLP solvers will just get stuck doing this until the end of time. Well, in Octeract Engine it’s so fast that we do it twice. GG2EZ.

This option enables or disables the dual expansion algorithm for mathematical expressions in your problem. If enabled, the engine will create an alternative expanded version of your problem would be created where functions like \((x-2)^2\) will be replaced by \(x^2-4x+4\). The engine will then use a heuristic to select the most promising model to solve between the original (unexpanded) and alternative (expanded) version.

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