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Octeract Engine
The best MINLP solver
Problem types
Octeract Engine can solve any problem of the following type to local or global optimality:
\[\min_{x\in X\\y\in Y}f(x,y)\\ \text{s.t.}\\ \tilde{g}(x,y)\leq \tilde{0}\\\tilde{h}(x,y)=\tilde{0}\]
where \(x\in\mathbb{R}^n,y\in\mathbb{Z}^m\). The functions do not need to be continuous nor differentiable.
Two world records
As of 20 April 2023, Octeract Engine is the first (and only) solver to ever solve 100% of the Mittelmann MINLP benchmark, at a record-breaking unscaled shifted geometric mean of 36.8.
For your convenience, you can find some screenshots of visualisations of these benchmarks taken from this website below. We don’t really keep these tables up to date, so visit the links below for the raw data and more current information.
Third-party Benchmarks
Octeract Engine is a milestone technology in the field of MINLP.
It has made historic achievements, including solving some of the largest known open problems, more benchmark problems than any nonlinear solver, ever, and breaking two world records.
It is also the first nonlinear solver with distributed branch-and-bound.
On 8 February 2023, we got ahead of all MINLP solvers in all third-party benchmarks (388 problems in total) by a considerable margin. We’ve also solved the largest open transmission switching problems in MINLPLIB (this one and this one).
What about real problems?
Our technology is used by a wide array of users, from big consultancies to academics, especially when other solvers just don’t cut it.
Benchmarks vs real life
Every provider in this field will tell you they’re the best in one way or another, and produce some benchmark or another to convince you. We started this company because time and again we’ve seen people discard MINLP technology as useless because the “best” solutions just didn’t work in practice.
If you’re up against a tough business challenge the reality is that you don’t want to see a benchmark, you want to a solution that will work in practice. This is where we come in.
Real business problems are a whole different ball game compared to academic benchmarks, and our experience has shown that off-the-shelf MINLP solutions usually don’t make the grade. For this reason, we specialise in crafting bespoke, lightning-fast solutions that you can trust to function reliably in real-world settings.
To illustrate just how good we are at solving any given problem, in early 2023 we took a bit of time to invent new algorithms and solved the entire Mittelmann MINLP benchmark, a feat that remains unmatched a year later. This benchmark had remained unsolved for many years, ever since it was first introduced.
Bespoke solutions
While our ready-made product is great for research and simpler problems, it’s often not quite up to scratch for the nastier, real-world headaches, much like other MINLP solvers out there.
Our bespoke solutions have tackled massive mixed-integer nonlinear programming (MINLP) problems, crunching through millions of variables in minutes, something that even the best of the standard tools like vanilla Octeract Engine can’t handle.
The game of solving MINLPs in the real world has changed; it’s no longer a pipe dream but a reality, as long as you’ve got the right mix of smarts and computing power. We’re all about making those impossible problems possible, and our clients reaping the benefits.
