Python モデラーとソルバーまとめ (解ける問題の比較)

Solver (May 22, 2020)

• [S] Solver (問題を解くアルゴリズムを内包し, それを実行して解を探索するアプリケーション)
• [M] Modeler (解く問題をプログラムで作成するためのアプリケーション)

Nonlinear or Linear Programming

• NLP (Nonlinear Programming)
• MINLP (Mixed Integer Nonlinear Programming)
• LP (Linear Programming)
• MIP (Mixed Integer Linear Programming)

Solver / Problem	NLP	MINLP	LP	MIP
[M] PuLP			ok	ok
[S] CPLEX			ok	ok
[S] ECOS			ok	ok
[S] GLPK			ok	ok
[S] Gurobi			ok	ok
[S] MOSEK			ok	ok
[S] SCIP			ok	ok
[S] Scipy	ok		ok	ok
[S] CVXOPT			ok
[M] PICOS			ok	ok
[M] Pyomo	ok	ok	ok	ok
[M] OpenOpt (未確認)	ok
[S] Optuna
[S] HyperOpt
[M] flopt	ok	ok	ok	ok

Cone Programming

参考

• LCP (Linear Cone Programming)
• QP (Quadratic Programming)
• MIQP (Mixed Integer Quadratic Programming)
• QCP (Quadratic Cone Programming)
• SOCP (Second-Order Cone Programming)
• QCQP (Quadratic Constrained Quadratic Programming)
• SDP (Semidefinite Programming)

Solver / Problem	LCP	QP	MIQP	QCP	SOCP	QCQP	SDP
[M] PuLP
[S] CPLEX					ok	ok
[S] ECOS
[S] GLPK
[S] Gurobi	ok	ok	ok	ok	ok	ok
[S] MOSEK
[S] SCIP
[S] Scipy
[S] CVXOPT	ok	ok		ok	ok		ok
[M] PICOS	ok	ok		ok	ok		ok
[M] OpenOpt
[M] Pyomo		ok	ok
[S] Optuna
[S] HyperOpt
[M] flopt	ok	ok		ok	ok		ok

Nonlinear Convex Optimization

• NO (Problems with Nonlinear Objective)
• LO (Problems with Linear Objective)
• GP (Geometric Programming)

Solver / Problem	NO	LO	GP
[M] PuLP
[S] CPLEX
[S] ECOS
[S] GLPK
[S] Gurobi
[S] MOSEK
[S] SCIP
[S] Scipy	ok	ok
[S] CVXOPT	ok	ok	ok
[M] PICOS	ok	ok	ok
[M] OpenOpt
[S] Optuna
[S] HyperOpt
[M] flopt	ok	ok	ok

Other Optimization

• SP (Stochastic Programming)
• BO (BlackBox Optimization)
• PO (Permutation Optimization)

Solver / Problem	SP	BO	PO
[M] PuLP
[S] CPLEX
[S] ECOS
[S] GLPK
[S] Gurobi
[S] MOSEK
[S] SCIP
[S] Scipy		ok
[S] CVXOPT
[M] PICOS
[M] OpenOpt
[M] Pyomo	ok
[S] Optuna		ok	ok
[S] HyperOpt		ok	ok
[M] flopt		ok	ok