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I am looking for optimization modelling libraries in python like CVXPY and Pyomo with support of complex variables (variables with real and imaginary part) and non-linear problems. CVXPY support complex variables but doesn't support nonlinear function for constraints. On the other hand, Pyomo can support nonlinear problems but doesn't support complex variables.

In conclusion: I am working on a large scale nonlinear and nonconvex optimization problem with some comlex variables and I am looking for something like cvxpy for these types of problems.

Any suggestions! Thanks

TSobhy
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  • Is your model convex? If not Cvxpy is no good. – ErlingMOSEK Dec 18 '19 at 13:34
  • Yes, it is a non-linear non-convex optimization problem. – TSobhy Dec 18 '19 at 13:48
  • The whole point of Cvxpy is to preventing you from formulating non convex problems. So I doubt you can use Cvx. – ErlingMOSEK Dec 18 '19 at 13:58
  • Perhaps your problem is a convex one in disguise, i.e. it can be reformulated as (or perhaps approximated to) a convex problem. Why don't you edit your question and add a formulation of the problem? – jub0bs Dec 22 '19 at 12:00
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    @jub0bs thanks for your response. Actually, It is a well-known problem in the electric power system. The problem has some discrete variables so first I will solve the problem considering the discrete variables as continuous and then round the values and solve again while fixing the discrete variables. I am looking for a library like CVXPY which accept complex variables (variables with real and imaginary parts) to solve nonlinear problem. – TSobhy Dec 22 '19 at 14:11

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