Originally posted by: waldstein

Hello everyone,

I am wondering if ILOG have solves which could solve models with nonlinear objective and linear constraints.

Could CP solve such problems?

Thanks!
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Originally posted by: John Cui

If the decision variables in your problem is not float, then ILOG CPO can handle.

BTW, this is CPLEX Optimizer forum, you can go to
http://www.ibm.com/developerworks/forums/category.jspa?categoryID=268
to ask CPO questions.
John Cui
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#DecisionOptimization

Originally posted by: SystemAdmin

CPLEX (math programming) can only solve problems with linear and/or quadratic constraints/objectives, and only if they are convex.
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Originally posted by: SystemAdmin

... with the exception of the case of a quadratic objective and linear constraints (and no integrality restriction). Here, the objective can also be non-convex, but in this case CPLEX would only find a local KKT solution and not necessarily a global optimum.
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