Questions tagged [constrained-optimization]
The constrained-optimization tag has no usage guidance.
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Surrogate metric for Linear Program problem
I am working on a constrained optimization problem modeled as a Mixed-Integer Linear Program,
$\textrm{argmax}_x c \cdot x \hspace{3mm}$ such that $\hspace{3mm} Ax \leq b \hspace{5mm}$ (1) .
...
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Priority based demand fulfilment in Linear Constraint
Say I have 3 sources. D1, D2, D3. their capacity is 100, 200, 400. I want to create some constraints such that First D1 is depleted then D2 and then D3. But the catch is you cant use min or max ...
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Efficient Algorithm for Scheduling 140 Predefined 1:1 Meetings with Variable Participant Constraints Over 7 Slots?
I’m tasked with organizing a large number (130) 1:1 meetings for 50 people across a limited number of time slots (7) during a conference. I am seeking advice on the best algorithmic approach to tackle ...
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Optimal control problem with bounded control
Let's consider the following deterministic constrained optimisation problem, where $c(t)$ is the control, and $x(t)$ and $y(t)$ are the state variables:
\begin{align}
J(t) = \inf_{c(t)} \ &\int_0^\...
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Finding the minima of a multivariable function with constraints
I have a multivariable function (9 variables), and I want to find where the function records a minimum value. The function is as follows:
It also has a few constraints:
I tried a brute force ...
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How do we formulate a problem where the decision variable has an index that is also a decision variable?
I want to maximize the sum of a nonlinear function $f(.)$ w.r.t. $x$ that is convex in $x$:
$$\max \sum_{i=1}^N f(x_i), $$where $x_i$ is a continuous variable and $0 \le x_i < 1$ for $i = 1, 2, \...
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Formulating a continuous NLP problem with a class variable
In this minimization problem we have $N$ items, $j= 1, 2, \dots, N$ and a decision variable $x_j$ which are continuous values.
For every item, we have a nonlinear objective function $f$ in function of ...
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Genetic Algorithm
Is there any Python library as published on PyPi, with genetic algorithm (GA) or GA inspired solver that helps with constrained optimization?
I am aware of Matlab's GA solver and also aware that costs ...
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Constrained optimization of a sum
I have to maximize the function $f= \sum_{i=1}^na_ix_i $ subject to the constraints $g = \sum_{i=1}^n x_i = 0 $, $-1\leq x_i \leq 1$ and $a_i>0$. Lagrange multiplier method doesn't work because $\...
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Constrained Optimization Closed Form Solution Using KKT Gives Wrong Values
I have a (I guess) simple constrained optimization problem that I'm hoping to find a closed-form solution for using Lagrangian analysis and KKT conditions. I figured out the solution but there is one ...
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Is there a name for this type of integer programming?
Let $x_i$ be a decision variable, and let $c_i$ be the coefficient for the decision variable $x_i$.
An integer programming problem is where the goal is to:
$\text{maximize} \quad \sum_i c_ix_i$
$\text{...
user10646
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Is there a name for this type of integer programming? [duplicate]
Let $x_i$ be a decision variable, and let $c_i$ be the coefficient for the decision variable $x_i$.
An integer programming problem is where the goal is to:
$\text{maximize} \quad \sum_i c_ix_i$
$\text{...
user10646
3
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Convex optimization with linear constraints. Can I solve it analytically?
I have a constrained convex optimization problem with linear equality and inequality constraints.
\begin{align}
\label{eq:costf}
\text{minimize}\ \
&f(x_1,\dots,x_m) = \sum_{i=1}^m \frac{1}{...
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Augmented Lagrangian Function for Semidefinite Programming Problems
I am currently reading the paper "Alternating direction augmented Lagrangian methods for semidefinite programming" and was wondering about how one comes up with the Augmented Lagrangian ...
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MINLP involving integrals, sparse matrices and CDF of random variables. Best environment?
INTRODUCTION
My research often involves solving MINLP problems with few constraints (usually two) and not many variables (say between one and three integer ones, and between one and five real-valued ...
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