Octeract

OCTERACT ENGINE

global optimality - guaranteed & scalable

Natively parallel, can use thousands of CPUs

Can prove or disprove infeasibility

Solves general MINLPs and all subsets

Built-in symbolic reformulation engine

Solves nonsmooth and discontinuous problems

Guarantees global optimality

Description and Features

Octeract Engine is a natively parallel deterministic global optimization software that can solve the following types of optimization problems to guaranteed global optimality:
(MI)LP (MI)QP (MI)QCQP (MI)NLP DNLP
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The general mathematical description of supported problems is:
\begin{align}
\underset{\widetilde{x}\in X,\widetilde{y}\in Y}{\min}&f(\widetilde{x},\widetilde{y}) \nonumber\\
\textrm{s.t.}~ &\widetilde{g}(\widetilde{x},\widetilde{y})\leq \widetilde{0} \nonumber\\
&\widetilde{h}(\widetilde{x},\widetilde{y})=\widetilde{0} \nonumber\\
&X=[\widetilde{x}^L,\widetilde{x}^U]\nonumber\\
&Y=[\widetilde{y}^L,\widetilde{y}^U]
\end{align}
All functions can be discontinuous, or even have singularities in the domains of definition (e.g., \(\log{(-10)}\) or \(\sqrt{-5}\)).ā€‹
No starting points are required and the functions do not need to be differentiable . Octeract Engine is designed to solve any type of mathematics.ā€‹  

Technical Requirements

  • The trial version requires an active internet connection for online authentication.
  • Explicit expressions and equations for the optimization problem. Currently, there is no known way to guarantee global optimality for black-box problems.