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\[\min_{x\in X\\y\in Y}f(x,y)\\ \text{s.t.}\\ \tilde{g}(x,y)\leq \tilde{0}\\\tilde{h}(x,y)=\tilde{0}\]
where \(x\in\mathbb{R}^n,y\in\mathbb{Z}^m\). The functions do not need to be continuous nor differentiable.
This technology has made historic achievements in the field of (MI)NLP, including solving some of the largest known open problems, and more benchmark problems than any other nonlinear solver, ever.
It is also the first nonlinear solver with distributed branch-and-bound.
It’s used by consultancies, public companies, academics, and national labs.
One would think there’s a reason, but you never know.
You’re welcome to try it and see if it works.
Octeract Engine is the first (and only) solver to ever solve 99% of the Mittelmann MINLP benchmark, and that was on 1 core. That benchmark is now run with 8 cores, with results that speak for themselves.
For your convenience, here’s some screenshots of visualisations of these benchmarks taken from this website. We don’t really keep these tables up to date, so visit the links above for the raw data and more current information.
