Question about support for Non-Linear Programs

[glatterf42]

Thanks for your efforts with linopy, they are much appreciated :) I know this project has linear in its name, but it does support some non-linearity in programs. I would really like to use linopy to replace the gams dependency of message_ix over the medium term, but I was recently made aware that parts of our code supply the NLP option to the gams solver (for which we mostly use cplex at the moment, I think):

    SOLVE MESSAGE_MACRO MAXIMIZING UTILITY USING NLP ;

So I'm now wondering: is this already supported in linopy using either cplex or highs as the solver? If not, do you have any plans to add support?

[FabianHofmann]

Hey @glatterf42, thanks for your question. I was a bit detached from the maintenance lately. linopy does not support non-generic non-linear terms for now. I don't know to which extend we will be able to include them, but let's see. do you have any particular functions in mind?

[glatterf42]

Sorry for the late reply! I'm not that involved with the mathematical formulation of our model, but maybe @ywpratama, @khaeru, or @volker-krey could specify. You could also find it here as it's open source :) Though please note that while we would like to add an open source alternative to GAMS, we don't currently have the resources to spend a lot of time on this, so this discussion is not very urgent.