Open Source version of MIP problem?
skent259 opened this issue · comments
Currently, the MIP solution for MI-SVM and MI-SMM uses the gurobi backend, which is not open source. It would be nice to additionally have an open-source MIQP solver backend to use, even if it is a bit slower.
Problem: I can't find one in R. I checked the ROI package documentation (https://epub.wu.ac.at/5858/1/ROI_StatReport.pdf), but it doesn't seem like there is an R package that solves MIQP. I can only find MILP or QP.