Hi, all. I have a max-min program with linear objective and linear constraints for which Matlab global optimization solver is inaccurate and too slow. Can someone please recommend other decent solvers?

asked 04 Jan '16, 18:17

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NNING
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have you tried to just linearize the objective function and throw it at a good LP solver?

(05 Jan '16, 07:23) Sune

link

answered 05 Jan '16, 01:24

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jacobfeldman
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Do you have any recommendation or experience for one of these solvers that is efficient and accurate?

(15 Jan '16, 12:42) NNING

The majority of the included tools have proven execution records and you probably should choose one that is easier to integrate in your environment. As a maintainer of the Catalogs, I want to stay impartial - especially as I also maintain JSR-331 standard.

(15 Jan '16, 13:48) jacobfeldman

See CVX-solver cvxr.com

link

answered 25 Jan '16, 05:31

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saeed
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Asked: 04 Jan '16, 18:17

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Last updated: 25 Jan '16, 05:31

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