Integer Programming
Though many systems can accurately be modeled as Linear Programs, there are situations where discontinuities are at the very core of the decision making problem. There seem to be three major areas where non-linear facilities are required
- where entities must inherently be selected from a discrete set;
- in modeling logical conditions; and
- in finding the global optimum over functions.
Mosel lets you model these non-linearities using a range of discrete (global) entities and then the Xpress Mixed Integer Programming (MIP) optimizer can be used to find the overall (global) optimum of the problem. Usually the underlying structure is that of a Linear Program, but optimization may be used successfully when the non-linearities are separable into functions of just a few variables.
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