Any algorithm for discrete optimization problems with more than 1000 solution variables?

Saeid Kazemzadeh Azad @Saeid_Kazemzadeh_Azad

10 October 2015 1 2K Report

Is there any:

-non-gradient based

-simple

-general purpose

-computationally efficient

-non-nature inspired

algorithm for discrete optimization problems with more than 1000 solution variables?

Aleksandar V Nikolic

Mr Azad,

Maybe you can use Sequential quadratic programming (SQP) method. It is an iterative method for nonlinear optimization.

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