Stack Overflow
Stack Overflow

Questions tagged [non-convex]

non-convex is a sub-set of optimisation problems domain, where a utility / penalty function does not meet a condition of convexity

In optimization, the problems for which an assumption of convex function holds over convex sets, simplifies the optimization search process in some sense, right by using the underlying convex-property, which causes the search to become, in it's way, "easier" than the general case.

problem domains do not enjoy such "ease" - for example, having both local and global minima, having inflections and similar "un-easy" properties, that may confuse or trap convex-solvers on domains.

67 questions
2
votes
1 answer

Unity 5 : Non-convex mesh collider & Is Trigger

I'm having some troubles checking the "Is Trigger" option on a non-convex mesh collider. I looked for an answer on the internet and found something like : Unity 5 does not support that because the updated PhysX does not allow…
Axel Samyn
  • 103
  • 2
  • 10
1
vote
1 answer

Problem with constraint tolerance when using MPCC formulation in GEKKO

I am using GEKKO to solve a nonconvex optimization problem. However, I have encountered an issue with one of the model constraints. This constraint involves a sign function that we have modeled using MPCC. Although the solver (IPOPT) provides an…
Cristian Blanco
  • 11
  • 2
1
vote
2 answers

Python packages for multi-objective optimization using Successive Quadratic Programming (SQP)

Following are the characteristics of my problem: Objective function: two non-linear functions and one linear function Decision variable: two integer variables - can be relaxed as real (thus, problem can be INLP or NLP) Constraint: three (two…
vp_050
  • 583
  • 2
  • 4
  • 16
1
vote
1 answer

Cubic and non convex optimisation problems in portfolio optimisation

I have the following cost function for portfolio allocation, which considers also the skweness, w are the weights to be found, mu is the return vector, Sigma is the covariance matrix, K is the co-skewness matrix, gamma is the risk aversion (let's…
Luigi87
  • 265
  • 4
  • 13
1
vote
1 answer

Can Pyomo solve non-convex MIQCP (bilinear problems) using Gurobi?

I want to model an optimization problem that contains quite some bilinear terms. As such, I want to make use of the functionality of Gurobi 9.0 to solve bilinear problems. Clearly, I can use the GurobiPy API. However, I might want to compare other…
Steffen Bakker
  • 13
  • 3
1
vote
1 answer

How to apply inequality constraints in Mystic

I'm trying to maximise an objective subject to an inequality constraint using Mystic but am struggling to see how to apply the penalty constraints. The problem is non-convex and involves maximising the objective where there is only one variable that…
Capeboom
  • 425
  • 1
  • 5
  • 13
1
vote
4 answers

how to order vertices in a simple, non-convex polygon

I have a problem where I have a series of points for a simple, non-convex polygon (I hope I have the terminology correct). But the points are not necessarily in order (ie, clockwise or counterclockwise). For Flash's drawing API to correctly draw a…
jpwrunyan
  • 530
  • 5
  • 22
1
vote
1 answer

Metric for concavity of objects in skimage or in general in python

I have a code where at some point I get a set of 2D binary numpy arrays to represent the objects which are mainly ellipses and circles (cell nuclei) I need a metric about how rough (jagged) the edges are. There is nuclear contour index in…
Uğur Dinç
  • 303
  • 3
  • 16
1
vote
1 answer

A decomposition of the polygon with self intersections

How to decompose the polygon with self intersections to the set of simple polygons? The input polygon P = {p1, ... pn} is given by the set of n vertices with the CCW orientation. I would like to perform a decposition to a set of m polygons P1, ...,…
justik
  • 4,145
  • 6
  • 32
  • 53
1
vote
2 answers

Good algorithm for determination of non convex 2D figures collision

could you please provide me with some information (or suggest an article) on good collision detection algorithm for 2D non convex figures? Thanks!
Andrew Bezzub
  • 15,744
  • 7
  • 51
  • 73
1
vote
1 answer

global optimum for non convex optimization

I have a question about non-convex models. I deal with a Mixed Integer Quadratic problem (non-convex quadratic objective function with linear constraints- product of two continuous variables in the objective function makes it non-convex). I want to…
m. bk
  • 27
  • 1
  • 5
1
vote
0 answers

Non-convex constraint: CPLEX couldn't handle it

The mathematical model indicated below makes a trouble to the solver CPLEX. I understand that the issue arises due to non-convexity in constraints. min { (b)*(d*m) + (1-b)*(d*n) } st. Cons0: d = p-g, Cons1: b*d => 0, Cons2: (1-b)*(-d) => 0 Model…
Izzy
  • 21
  • 4
1
vote
0 answers

optimize.brute: ValueError: array is too big

I need to optimize a non-convex problem (max likelihood), and when I try quadratic optmiziation algorithms such as bfgs, Nelder-Mead, it fails to find the extremum, I frequently get saddle point, instead. You can download data from here. import…
elnaz irannezhad
  • 319
  • 2
  • 3
  • 12
1
vote
1 answer

LBFGS for non-convex objective function

I am using Scipy's implementation of LBFGS for minimizing a non-convex objective function. The result is not too bad. But the status of convergence is "ABNORMAL_TERMINATION_IN_LNSRCH". Is it possible that this is because my objective function is…
Satarupa Guha
  • 1,267
  • 13
  • 20
1
vote
1 answer

How to compute the intersection between a convex polyhedron and another polyhedron?

The problem at hand is part of a scientific simulation concerned with 2D growth within 3D space. The 2D shape grows by adding (triangular) segments to the previously grown shape. Note that the actual segments in 3D have a thickness, thus, my code…
Merlin
  • 11
  • 3
1
2
3 4 5