\[\min_{x\in X\\y\in Y}f(x,y)\\ \text{s.t.}\\ \tilde{g}(x,y)\leq \tilde{0}\\\tilde{h}(x,y)=\tilde{0}\]
where \(x\in\mathbb{R}^n,y\in\mathbb{Z}^m\). The functions do not need to be continuous nor differentiable.
As of 20 April 2023, Octeract Engine is the first (and only) solver to ever solve 100% of the Mittelmann MINLP benchmark, at a record-breaking unscaled shifted geometric mean of 36.8.
For your convenience, you can find some screenshots of visualisations of these benchmarks taken from this website below. We don’t really keep these tables up to date, so visit the links below for the raw data and more current information.
This technology has made historic achievements in the field of (MI)NLP, including solving some of the largest known open problems, more benchmark problems than any nonlinear solver, ever, and holds two world records.
It is also the first nonlinear solver with distributed branch-and-bound.
As of 8 February 2023, we are ahead of all MINLP solvers in all benchmarks (388 problems in total) by a considerable margin. We’ve also solved the largest open transmission switching problems in MINLPLIB (this one and this one).
Octeract technology is used by consultancies, public companies, academics, and national labs, for R&D and production.
The build you get off-the-shelf is comes with a lot of options, and is great for R&D.
For production we can train new models and produce custom builds capable of solving multi-million variable MINLPs every few minutes.
Solving MINLPs in production used to be impossible, but no longer – it is now merely a function of effort and computing power.