I’ve been investigating the various options for (globally optimal) MINLP in Julia, and ANTIGONE looks like a nice option. I’m curious if anyone has any experience using it from Julia.
At first glance, it looks like this will be difficult, as ANTIGONE appears to only support GAMS models, and I can’t find any JuMP-GAMS interface. It also looks like converting from
.nl to GAMS is nontrivial. NEOS does support ANTIGONE, but only through GAMS file uploads, which seems like it doesn’t resolve the issue.
Am I missing anything? Any suggestions on the best path forward?
Or, perhaps, what is your favorite MINLP solver? So far on my list I have:
- COUENNE: easy to use, compatible with JuMP, but appears to perform poorly
- SCIP: also compatible with JuMP, but haven’t evaluated its performance
- BARON: compatible with JuMP, but expensive. Currently waiting for a license
- ANTIGONE: GAMS-only
- LINDOGlobal: GAMS-only
- POD.jl: native Julia, with JuMP support