Decision Optimization

Decision Optimization

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can cplex solve general convex programming model?

  • 1.  can cplex solve general convex programming model?

    Posted Sat March 28, 2009 03:45 AM

    Originally posted by: SystemAdmin


    [zhzhang said:]

    For general convex programming model, is cplex a suitable optimial tool?
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: can cplex solve general convex programming model?

    Posted Sat March 28, 2009 07:48 PM

    Originally posted by: SystemAdmin


    [prubin said:]

    No.  If you want to code your own algorithm (for instance, a cutting plane method), CPLEX can supply the LP solver library; but CPLEX does not solve general (nonlinear) convex problems out of the box.

    /Paul
    #CPLEXOptimizers
    #DecisionOptimization


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