Octeract Engine is a proprietary massively parallel deterministic global optimization solver for general Mixed-Integer Nonlinear Programs (MINLP).[1][2] It uses MPI as a means of accelerating solution times.
History
The first public beta version of Octeract Engine was released in August 2019.
Features
Octeract Engine is a symbolic and branch-and-bound solver. It is notable for being the only deterministic global optimisation software that supports supercomputing. Some of its features are:[2]
Distributed computing through MPI
Supports discontinuous elementary functions (e.g. min and max)
Supports trigonometric functions
Guarantees global optimality
Reformulation of user input
Detection of special structure
Guaranteed calculations through interval arithmetic and arbitrary-precision arithmetic
Python-based interface called Octeract Shell
Supported problem types
Problem type (MI)LP (MI)SDP (MI)QP (MI)QCP (MI)QCQP (MI)NLP D(MI)NLP Black-box
Solves Continuous Yes No Yes Yes Yes Yes Yes No
Solves Mixed-Integer Yes No Yes Yes Yes Yes Yes No
Solves Convex Yes No Yes Yes Yes Yes Yes No
Solves Non-convex N/A N/A Yes Yes Yes Yes Yes No
File formats
Octeract Engine can read and write .mod, .nl, .gms, .lp, .mps, and .py (Pyomo) files. Files in .mod, .nl, .lp, and .mps formats can be read directly by the engine, while .gms and .py files must be used through the GAMS and Pyomo interfaces respectively.
File conversion
Once an optimisation model is loaded into Octeract Engine using the Octeract Shell, the engine can write that model into any of the file formats it supports, making it an effective file conversion tool.
Interfaces
Octeract Engine can be run directly or invoked as a library in C++ and Python. It supports the following modelling languages:[2]
AMPL
ASL
GAMS
JuMP
Pyomo
Mosel (programming language)
The engine also has interfaces for the following solvers:
CPLEX
Gurobi
FICO Xpress
CBC
CLP
IPOPT
Limitations
Like all deterministic global optimization software, Octeract Engine requires the explicit mathematical expressions for all functions used in the problem.
See also
ANTIGONE
BARON
Couenne
AMPL
GAMS
References
Yet Another Math Programming consultant Blog
Octeract Engine User Manual, 29 Nov 2019, retrieved 10 December 2019
Undergraduate Texts in Mathematics
Graduate Studies in Mathematics
Hellenica World - Scientific Library
Retrieved from "http://en.wikipedia.org/"
All text is available under the terms of the GNU Free Documentation License
