Relaxed mixed integer nonlinear program (RMINLP)

Top  Previous  Next

The relaxed mixed integer nonlinear programming (RMINLP) problem is the same as the mixed integer nonlinear programming (MINLP) problem in all respects except the integer restriction on y is relaxed:

 

Maximize or Minimizef(x) + d(y)
subject tog(x) + H(y) α 0

 < x < U 

 > 0

 

This problem type is sometimes helpful when one is having trouble attaining a feasible integer solution.  For information on the names of the solvers that can be used on the RMINLP problem class see the section on Solver Model type Capabilities.

 

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