Mixed integer nonlinear program (MINLP)

Mathematically, the mixed integer nonlinear programming (MINLP) problem looks like:

 L < x < U

 y = {0,1,2,..}

where

x is a vector of variables that are continuous real numbers;

f(x) + d(y) is the objective function,

g(x) + h(y) represents the set of constraints.

α is some mixture of ≤ , = and ≥ operators.

L and U are vectors of lower and upper bounds on the variables.

For information on the names of the solvers that can be used on the MINLP problem class see the section on Solver Model type Capabilities.  Note SOS and semi variables can also be accommodated by some solvers as listed above in the MIP section.

Use of the model attribute TryLinear causes GAMS to see if the problem can be solved as a MIP problem.