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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.

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finding the global maximum of an unknown surface

I have a model that is solved, returns a single output value and plots it. From those values, I plot a surface using x-values varying from 1-35 and y-values varying from 1-39, and have the returned values as values on the z-axis. See below. This…
Saucy McBeef
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What is the best way to store multiple sets 2D coordinates (R2 x n) in sorted format in python?

I have a function defined by g(x) = f1(x1) + f2(x2)... fn(xn) I have defined bounds on the function and therefore I have a initial set of points [x1,f1(x1)], [x2,f2(x2)]...[xn,fn(xn)]_lb ; [x1,f1(x1)], [x2,f2(x2)]...[xn,fn(xn)]_up which are lower…
user16116851
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How to resolve the error Exception from IBM ILOG CPLEX: CPLEX Error 5002: objective is not convex.?

minimize sum(j in tavail) (ptn[j]*1000000-pln[j]*1000000+sum(k in nport)pevch[j][k]-sum(k in nport)(DOD1[k][j]-dod[k][j])*cap[k][j]*1000) +(sum(j in tavail)(-sum(k in nport)(-32768*DOD1[k][j]+49546)*(DOD1[k][j]-dod[k][j])*cap[k][j]*1000-sum(k in…
haripriya
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My largest bound violation is CPLEX showing in e^6 range. What does it indicates? But the solutions are within my expectations

The solution tab of my problem is as shown above. How can I interpret the quality of my model . Solutions are upto my expectations but the maximum bound infeasibility shows a larger value.nHow can I reduce the bound violation
haripriya
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Inequality constraints of convex relaxation with McCormick envelope

I have a nonconvex optimization problem for which I am calculating a lower bound using the McCormick envelope. Each bilinear term is replaced with an auxiliary variable which has the following constraints defined: w_{ij} >= x_i^L * x_j + x_i *…
bipur24
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Solving optimization with norm constraints (non-convex QCQP)

Given a set of points in 3D space S and a set of vectors V where each point s_i can translate along vector v_i, I want to find the minimum total displacement of the points required to guarantee that no two points are within a distance r of each…
anirudhc1229
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How to address Non Convex optimization in deep learning?

I am working on a non-convex optimization these days and the question comes to my mind about the application of non-convex optimization in deep learning. How can be sure that our objective function is convex? Thanks
Amin
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How to set NonConvex = 2 in Gurobi in R?

I get this error when I run the MWE code below. Does anyone know how to resolve this? thanks! Error: Error 10020: Q matrix is not positive semi-definite (PSD). Set NonConvex parameter to 2 to solve…
sms13
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Algorithm for convex hull of overlapping rectangles

I am looking for the help with finding the most efficient algorithm to solve this problem. I have a set of overlapping rectangles (possibly unlimited number of them). Every rectangle is defined by four points in X,Y axis. I would like to get all…
gron
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does CPLEX really bound the global solution of a nonconvex MIQP?

I'm using cplex to solve a nonconvex MIQP, with the optimality target set to the global solution (CPXPARAM_OptimalityTarget = 3). I'm getting drastically different solutions (.2135 vs .4197), depending on whether I use cplex v12.10 or v20.1. In both…
David Choi
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how to convert or transform a norm square equation to a concave form?

so the objective function is similar to |h x theta x g|^2,where h is a nx1 complex row vector, theta is n x n complex matrix, g is a n x 1 column vector. If I want to maximize this, in cvx, maximize a convex function is not allowed. how can I…
WxXiong
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Minimizing non-convex function with linear constraint and bound in mystic

Say I have a non-convex objective function loss that takes a np.ndarray named X whose shape is (n,) and returns a float number. The objective has many many many local minima, since it's essentially a function of np.round(X * c, 2) where c is another…
nalzok
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Non convex quadratic optimization solvers in python

Let me start saying that I am by no means expert in optimization, so any suggestion would be greatly appreciated. I have a non-convex quadratic optimization problem for which I need a solver. I myself am used to working with the modelling language…
Álvaro Méndez Civieta
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Non-convex function optimization

I recently working on a non-convex optimization problem, and I have used Bayesian Optimization as a method to solve this problem. And it didn't show good convergence. (Is Bayesian Optimization is an effective way to solve this problem?) Anyone can…
scola lewis
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how to judge that the function is non-convex or convex

For example：(6-z)(x1+x2+x3)＜40. z is a positive integer variable.x1,x2 and x3 are all real variables. Then how can I judge that whether the function is convex or non-convex.
mathnoob
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