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Questions tagged [nonlinear-optimization]

sub-field of mathematical optimization (alternatively, mathematical programming) that deals with problems that are not linear

Nonlinear programming

From Wikipedia, the free encyclopedia

In mathematics, nonlinear programming is the process of solving an optimization problem defined by a system of equalities and inequalities, collectively termed constraints, over a set of unknown real variables, along with an objective function to be maximized or minimized, where some of the constraints or the objective function are nonlinear.

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What is the performance gap between Matlab fmincons and C++'s NLP solver like ipopt?

I am about to write an algorthim for real-time applications, which involves some high dimensional NLPs (nonlinear programmings). before implentations, I need to timing my algorithim to see whether it is feasible for real-time applications, therefore…
user0002128
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Libraries for sequential non-linear optimization in haskel?

Are there any libraries for sequential non-linear optimization with upper and lower bounds, as well as inequality constraints, that are written in or easily callable from Haskell?
pyCthon
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Sequential nonlinear optimization libraries in C++ WITH constraints

Are there any good libraries in c++ for sequential nonlinear optimization with constraints? I am looking for inequality constraints and/or upper and lower bounds. There is a stackoverflow question already for this but not all of them have…
pyCthon
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An algorithm for checking if a nonlinear function f is always positive

Is there an algorithm to check if a given (possibly nonlinear) function f is always positive? The idea that I currently have is to find the roots of the function (using newton-raphson algorithm or similar techniques, see…
Adel Ahmadyan
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SciPy optimization for under-constrained system

I often have to solve nonlinear problems in which the number of variables exceeds the number of constraints (or sometimes the other way around). Usually some of the constraints or variables are redundant in a complicated way. Is there any way to…
Dan Stahlke
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Setting priority queue values to optimize the probability of finding a 'gift'

I have a priority queue of "door numbers". I get the next door number from the priority queue (i.e. the door with the lowest corresponding priority value), and then open the door. Behind the door, there may be a gift or not. Based on the presence /…
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Is there any way to bound the region searched by NLsolve in Julia?

I'm trying to find one of the roots of a nonlinear (roughly quartic) equation. The equation always has four roots, a pair of them close to zero, a large positive, and a large negative root. I'd like to identify either of the near zero roots, but…
Robbie Rosati
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Find the Discrete Pair of {x,y} that Satisfy Inequality Constriants

I have a few inequalities regarding {x,y}, that satisfies the following equations: x>=0 y>=0 f(x,y)=x^2+y^2>=100 g(x,y)=x^2+y^2<=200 Note that x and y must be integer. Graphically it can be represented as follows, the blue region is the region that…
Graviton
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Passing arguments in nonlinear optimization function `nloptr`

My initial question can be found here:Optimization in R with arbitrary constraints It led to another question how to pass arguments into nloptr. I need to minimize a function F(x,y,A) where x and y are vectors and A is a matrix, while having…
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Apache Commons Optimization Troubles

I'm trying to solve a constrained non-linear 267 dimensional optimization problem with the java optimization library supplied by Apache Commons. After 3 days of deciphering, this is what I have: public class optimize2 { public static void…
Kammeot
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In R, how to do nonlinear least square optimization which involves solving differential equations?

Update with reproducible examples to illustrate my problem My original question was "Implementation of trust-region-reflective optimization algorithm in R". However, on the way of producing a reproducible example(thanks @Ben for his advice), I…
Zhenglei
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Optimization method for finding floating status of an object

The problem to solve is finding the floating status of a floating body, given its weight and the center of gravity. The function i use calculates the displaced volume and center of bouyance of the body given sinkage, heel and trim. Where sinkage is…
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Pure Java open-source libraries for portfolio selection (= constrained, non-linear optimization)?

Does anyone know or has experience with a pure Java library to select portfolios or do some similar kinds of quadratic programming with constraints? There seems to be a lot of tools, as already discussed elsewhere - but what I would like to use is a…
Roland Ewald
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How to handle missing data in structure from motion optimization/bundle adjustment

I am working on a structure from motion application and I am tracking a number of markers placed on the object to determine the rigid structure of the object. The app is essentially using standard Levenberg-Marquardt optimization over multiple…
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Python package for implementing branch-and-bound technique for solving a non-convex non-linear integer multi-objective optimization problem?

Here, X1 and X2 take integer values. I want to use branch-and-bound technique to solve this problem. What are the python tools available to solve this problem?
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