dirkschumacher / ompr

R package to model Mixed Integer Linear Programs

Home Page:https://dirkschumacher.github.io/ompr/

Geek Repo:Geek Repo

Github PK Tool:Github PK Tool

Implement Quadratic Constraints/Objectives

dirkschumacher opened this issue · comments

With the new MIPModel this is now possible. It requires some changes in ompr.roi and additional classes and operators.

This is good news, especially now we have the NEOS plugin so can workaround problems installing Rcplex.
Are these changes in the development version, and do you plan to put it on CRAN soon?

Function "set_objective" (ompr v1.0.2) seems to have difficulty parsing a non-linear expression:
model = MIPModel()
model = add_variable(model, x, type="continuous")
model = set_objective(model, x*x, sense="min") # Quadratic expressions are not supported (ok)
model = set_objective(model, x^2, sense="min") # non-numeric argument to binary operator (!)

Keep up the good work Dirk :)