Unanswered Questions
46 questions with no upvoted or accepted answers
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OR-Tools: Nonlinear constraints?
I have inherited a reasonably simple ortools-based optimizer (Python) with linear relationships that I need to non-linear-ize, and I have no idea how to do that.
The relevant part of my problem looks ...
CommunityBot
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1
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0
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59
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How to avoid complementarity constraints in continuous nonlinear program?
In my two-stage continuous NLP problem, I have a constraint in second stage:
$X_{g,k}$ = $X_{g,0} + a_{g} d_{g} $, if $X_{g,k} \in [X_g^u,X_g^l]$
$X_{g,k} = X_g^u$, if $X_{g,k} \geq X_g^u$
$X_{g,k} ...
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0
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68
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Dual of a quadratic constraint
This is my model.
\begin{align}
\min_x&\quad\sum_{e\in E} X_e p_e \\
\text{s.t.}&\quad\sum_{e \in E: T(e)=i} X_e - \sum_{e \in E: H(e)=i} X_e = \begin{cases}1, \;\text{if}\;i=s\\-1,\;\text{if}...
- 5,442
1
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651
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In DOcplex, how can I get value of variable for objective function before solved?
In terms of python based atypical math model as shown below, which is unlike nonlinear or quadratic form in my opinion, I have difficulty in accessing value of variable before optimization as ...
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0
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276
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Solver issue? Xpress (slp) - Nonlinear - Python - Pyomo
I tried solving my model with xpress:
pip install xpress
And then in the model:
...
- 111
1
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0
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659
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Doesn't Pyscipopt handle nonlinear objective functions?
I am trying to solve a large-scale nonlinear problem. Below is the objective function coded for pyscipopt. I have some loops over a list of tuples (r,p,s) in the list RouteTimeStop, and the only ...
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active set method guaranteed convergence
I'm using Active Set Method to solve a nonlinear optimization function minimizing a convex function over a polyhedron of 2 linear inequalities starting at an interior point $x_o$ At this point is it ...
- 275
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On Linear Relaxation of Convex Quadratic Maximization over Linear Constraints
Consider the following QP problem, where the matrix $Q$ is positive definite:
\begin{align*}
\max_{x} \quad & x^\top Qx + c^\top x \\
\text{s.t.} \quad & Ax \geq b, \\
& ...
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51
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Modeling Approach to Adjust linear Elasticity Effect in Pricing Optimization
I am working on a pricing optimization model for a product where the price depends on the competition as well as our costs. The current formulation of the model is:
...
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51
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Solving convex separable programming problem using interior point method?
In my engineering application, all decision variables are non-negative and everything is convex separable. In addition to that, the only function that I am trying to approximate with grid point are $f(...
- 1,895
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44
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Using Knitro or Xpress SLP via FICO Xpress Python API for Local and Global Solve Methods
Can someone guide me on how to utilize the FICO Xpress Python API to invoke Knitro or Xpress SLP, specifically for choosing between local and global optimization methods? I am referring to the version ...
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58
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Better formulation of bilinear terms
I am working on an optimization problem where I need to formulate a constraint that represents the total sales value under specific conditions. The challenge lies in creating an expression that ...
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0
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70
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Multilinear programming over the simplex
Let $\triangle_3 \in \mathbb{R}^3$ be the $3$-simplex. I am solving a series of multilinear programming problems that looks like this:
$$\text{Maximize}\sum_{0\leq i, j, k \leq 3} A_{i,j,k} x_i x_j ...
- 151
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Problem in understanding an equation from a paper about iterative Linear-Quadratic Regulator
I'm reading a paper about iterative Linear-Quadratic Regulator (iLQR) and there are a lot of points that I don't understand.
https://homes.cs.washington.edu/~todorov/papers/TassaICRA14.pdf
I think ...
- 5,874
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62
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How do I solve this non-linear optimisation problem based on simulations?
I have an optimisation problem that is essentially a knapsack problem with a non-linear objective.
I have an input dataframe that contains a row for each item, each item has columns defining its mean ...
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