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by sirwhinesalot 236 days ago
Didn't know about Randomized rounding. Is there any solver with built-in support for that? To turn a strong NLP solver into a fast but approximate MINLP solver?
1 comments

Not necessarily randomized rounding in particular, but many solvers use rounding methods internally e.g. as part of a feasibility pump. Minotaur and SCIP definitely do this.