Use Bonmin/Couenne from COIN-OR for Mixed-Integer Programming

[rwl]

The COIN-OR initiative has two solvers for Mixed-Integer programming written in C++. Bonmin seems to be the more basic and Couenne is an extension aimed at finding global optima. They both can use Ipopt for solving nonlinear programs which is already included in mp-opt-model. Wrapping these projects might allow MINLP support to be added and MOST to support AC OPF. There is a MEX interface for Bonmin included in the OPTI project that may be some use:

https://github.com/jonathancurrie/OPTI/tree/master/Solvers/Source/bonmin

There doesn't seem to be an open source MEX interface for Couenne available. Perhaps the Bonmin interface can be adapted.

[rdzman]

Thanks. I know Knitro also has some support for MINLP. Just need to find the time ...