Is it possible to use commercially available solvers such as Gurobi, CPLEX or Mosek with Gekko? If yes, could anyone give a small example showing how to do it?
Thanks.
1 Answers
The solvers that you referenced are for linear, mixed-integer linear, quadratic, mixed-integer quadratic, and quadratically constrained problems. There is no current interface because they can't solve the full range of problems that are required by Gekko such as Nonlinear Programming (NLP) and Mixed-Integer Nonlinear Programming (MINLP). MINLP solvers such as APOPT can solve LP, QP, and MILP problems but it isn't as fast as Gurobi or CPLEX for MILP problems. It is possible to link new solvers to Gekko and there are several proprietary solvers linked that require a license to activate. Gurobi and CPLEX both have Python APIs so I recommend those if you are interested in using them with Python. More information on publicly available solvers is available in the APMonitor documentation.
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