Problem classes
From linear programs to black-box and quantum-native formulations — one modeling interface across the whole range.
Quicopt spans the established optimization classes and the structurally hard ones beyond them. Pick a class to see its model, an example, and a benchmark.
Linear Programming
Continuous variables, a linear objective, linear constraints.
Explore →Quadratic Programming
Continuous variables, a quadratic objective, linear constraints.
Explore →Mixed-Integer Linear Programming
A linear model with some integer or binary decisions.
Explore →Non-convex & Higher-order NLP
Degree-3+ polynomials, non-smooth penalties, dense or implicit Hessians.
Explore →QUBO / Ising
Quadratic unconstrained binary optimization — the native quantum format.
Explore →Mixed-Integer Nonlinear Programming
Integer decisions together with a non-linear objective or constraints.
Explore →Black-box & Simulation-based
Cost from a simulator, digital twin, or ERP — no formula, no gradients.
Explore →PUBO / HUBO
Higher-order unconstrained binary optimization — degree 3 and beyond.
Explore →