I am trying to optimize a function in JuMP, but got the error message: ERROR: MathOptInterface.UnsupportedConstraint{MathOptInterface.SingleVariable,MathOptInterface.Integer}: MathOptInterface.SingleVariable-in-MathOptInterface.Integer constraints is not supported by the model. My code is as below…

I don’t know to which line that error message belongs, but two things are suspicious here: You use Price in the @constraint, but it seems to be defined only in the function scope of OBJ. You might need to register your user-defined function OBJ, and use @NLobjective for it.

I have updated my code, but I still get the error message.

The error message is telling you that integer variables are not supported by Ipopt. You will need to use an MINLP solver like Alpine GitHub - lanl-ansi/Alpine.jl: A Julia/JuMP-based Global Optimization Solver for Non-convex Programs instead. There is also GitHub - lanl-ansi/Juniper.jl: A JuMP-based …

Are there any example of using Alpine with JuMP?

Oops. It seems like Alpine is also not updated. You can use SCIP: GitHub - scipopt/SCIP.jl: Julia interface to SCIP solver

I could not install scipoptsuite on my laptop. Is there any other options?

cc @leethargo re SCIP installation Other options GitHub - jump-dev/AmplNLWriter.jl: Julia interface to AMPL-enabled solvers + Bonmin or Couenne from Open Source Solvers - AMPLAMPL https://github.com/JuliaOpt/KNITRO.jl

I tried GLPK but got the error message: ERROR: MathOptInterface.UnsupportedAttribute{MathOptInterface.NLPBlock}: Attribute MathOptInterface.NLPBlock() is not supported by the model.

GLPK doesn’t support nonlinear constraints.

[image] odow: You can use SCIP SCIP can not support user-defined functions, as it uses the expression-graph interface, not AD. [image] odow: SCIP installation Feel free to open an issue if you encounter problems with the installation. Note that only Linux systems are supported, curren…

Use function as objective of JuMP

General Usage

tkoolen March 27, 2019, 6:29pm 13

No. Again, that’s not a JuMP limitation, Gurobi just doesn’t do MINLP. FWIW, SCIP has been working fine for me on Linux. See Use of MINLP in Julia - #10 by tkoolen for my installation notes.

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Use function as objective of JuMP

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