Octeract Engine

Octeract Engine is a proprietary massively parallel deterministic global optimization solver for general Mixed-Integer Nonlinear Programs (MINLP).[1][2] It uses MPI as a means of accelerating solution times.

Octeract Engine
Developer(s)Octeract
Stable release
1.01.07
TypeTechnical computing
LicenseProprietary
Websiteocteract.com/octeract-engine/

History

The first public beta version of Octeract Engine was released in August 2019.

Features

Octeract Engine is a symbolic and branch-and-bound solver. It is notable for being the only deterministic global optimisation software that supports supercomputing. Some of its features are:[2]

  • Distributed computing through MPI
  • Supports discontinuous elementary functions (e.g. min and max)
  • Supports trigonometric functions
  • Guarantees global optimality
  • Reformulation of user input
  • Detection of special structure
  • Guaranteed calculations through interval arithmetic and arbitrary-precision arithmetic
  • Python-based interface called Octeract Shell

Supported problem types
Problem type (MI)LP (MI)SDP (MI)QP (MI)QCP (MI)QCQP (MI)NLP D(MI)NLP Black-box
Solves Continuous Yes No Yes Yes Yes Yes Yes No
Solves Mixed-Integer Yes No Yes Yes Yes Yes Yes No
Solves Convex Yes No Yes Yes Yes Yes Yes No
Solves Non-convex N/A N/A Yes Yes Yes Yes Yes No

File formats

Octeract Engine can read and write .mod, .nl, .gms, .lp, .mps, and .py (Pyomo) files. Files in .mod, .nl, .lp, and .mps formats can be read directly by the engine, while .gms and .py files must be used through the GAMS and Pyomo interfaces respectively.

File conversion

Once an optimisation model is loaded into Octeract Engine using the Octeract Shell, the engine can write that model into any of the file formats it supports, making it an effective file conversion tool.

Interfaces

Octeract Engine can be run directly or invoked as a library in C++ and Python. It supports the following modelling languages:[2]

The engine also has interfaces for the following solvers:

Limitations

Like all deterministic global optimization software, Octeract Engine requires the explicit mathematical expressions for all functions used in the problem.

See also

References
  1. Yet Another Math Programming consultant Blog
  2. Octeract Engine User Manual, 29 Nov 2019, retrieved 10 December 2019
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