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MathOpt
MathOpt is a library for modeling and solving mathematical optimization
problems, for example, linear programming problems (LPs) or mixed integer
programming problems (MIPs). MathOpt separates modeling from solving, allowing
users to switch between solution methods by changing an enum (and a build
dependency) to select their solver.
Watch this video for brief
introduction to MathOpt from the 2023 JuMP Conference Presentation.
MathOpt Features
MathOpt models can contain:
integer or continuous variables
linear or quadratic constraints
linear or quadratic objectives
multiple hierarchical objectives
specialized MIP constraints (SOS, indicator, more to come)
some conic constraints (second order cone, more to come)
Models are defined independently of any solver and solvers can be swapped
interchangeably. MathOpt supports the following solvers:
[[["Easy to understand","easyToUnderstand","thumb-up"],["Solved my problem","solvedMyProblem","thumb-up"],["Other","otherUp","thumb-up"]],[["Missing the information I need","missingTheInformationINeed","thumb-down"],["Too complicated / too many steps","tooComplicatedTooManySteps","thumb-down"],["Out of date","outOfDate","thumb-down"],["Samples / code issue","samplesCodeIssue","thumb-down"],["Other","otherDown","thumb-down"]],["Last updated 2024-09-20 UTC."],[[["MathOpt is a library for modeling and solving mathematical optimization problems, including linear programming (LP) and mixed integer programming (MIP)."],["MathOpt allows users to define models independently of solvers, enabling easy switching between various solvers like GLOP, PDLP, CP-SAT, SCIP, GLPK, Gurobi, and HiGHS."],["MathOpt supports a wide range of features including linear and quadratic constraints and objectives, integer and continuous variables, hierarchical objectives, and specialized MIP constraints."],["MathOpt provides client libraries in C++ and Python, along with a remote solving service for larger problems."],["MathOpt offers advanced features like infeasibility analysis, incremental solving, callbacks, duality, primal and dual rays, and more."]]],[]]
