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是否可以使用 GEKKO 调用外部求解器？

[英]Is there a possibility to call an external solver with GEKKO?

原文 2020-10-06 09:54:49 4 1 python/ gekko

I have a mixed-integer linear programming problem which I solved in Gekko with the solver APOPT.我有一个混合整数线性规划问题，我在 Gekko 中使用求解器 APOPT 解决了该问题。 I want to try other solvers to see if they can solve my problem faster (eg linprog or GLPK ).我想尝试其他求解器，看看他们是否可以更快地解决我的问题（例如 linprog 或 GLPK ）。

Is there a possibility to use them in GEKKO?是否有可能在 GEKKO 中使用它们？

1 个解决方案

You can't use an external solver with Gekko but you can request a solver interface by creating a new feature request on GitHub .您不能将外部求解器与 Gekko 一起使用，但您可以通过在 GitHub 上创建新功能请求来请求求解器接口。 The only solvers currently supported are APOPT, BPOPT, IPOPT, and some commercial solvers.当前支持的唯一求解器是 APOPT、BPOPT、IPOPT 和一些商业求解器。 Other solvers such as scipy.optimize.linprog and GLPK are limited to linear or mixed integer linear programming problems. scipy.optimize.linprog 和 GLPK 等其他求解器仅限于线性或混合整数线性规划问题。

The GLPK (GNU Linear Programming Kit) package is intended for solving large-scale linear programming (LP), mixed integer programming (MIP), and other related problems. GLPK（GNU 线性规划工具包）包旨在解决大规模线性规划 (LP)、混合整数规划 (MIP) 和其他相关问题。
Linear programming: minimize a linear objective function subject to linear equality and inequality constraints.线性规划：最小化受线性等式和不等式约束的线性目标函数。

Solvers such as APOPT can solve linear programming and mixed integer linear programming problems but also nonlinear mixed integer programming problems.求解器（例如 APOPT）可以解决线性规划和混合整数线性规划问题，也可以解决非线性混合整数规划问题。 Here is more information on a linprog equivalent in Gekko with sparse or dense matrices.以下是Gekko 中具有稀疏或密集矩阵的linprog 等价物的更多信息。