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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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Constraining a Mixed-Integer Non-Linear optimization problem by L0-norm/number of non-zero elements in GEKKO

I want to minimize the cost for achieving a given set of non-negative integer values b that are computed linearly from two sets of non-negative integer variables x, y in GEKKO. If have stated my problem in a way, that the b's are constraints on the…
djm
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What types of non-linearities can GEKKO handle?

I've been using GEKKO successfully for a variety of problems but one thing I haven't been able to pin down is what the limits are in terms of non-linear terms in objective functions or constraints. I've found that some non-linear terms are…
John Hoffman
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GEKKO: count ocurrences in array as condition

I'm using gekko for INLP, i.e. integer non linear programming. I have an array of integer variables; however, my condition is that no value must appear more than once, i.e. Code: from gekko import GEKKO model = GEKKO() model.options.SOLVER = 1 x…
Kenji
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Calling Gekko solve gives TypeError: object of type 'int' has no len()

I'm trying to solve an optimal control problem using Gekko. When I try to call m.solve(), it gives me TypeError: object of type 'int' has no len(), details below. I get this error regardless of my choice of objective function; however, the only…
Nikhil Haksar
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Trying to solve this non linear optimization using GEKKO, getting this error

@Error: setting an array element with a sequence I am trying to mninimize the downside risk. I have a two dimensional array of returns shape(1000, 10), and the portfolio starts with $100. Compound that 10 times by each return in a row. Do that for…
Mohit Tuteja
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Forming system of constraint equations using GEKKO optimization framework

I'm trying to solve a simple minimum time optimal control problem using double integrator dynamics of the form, dx1/dt = x2 dx2/dt = u with the GEKKO optimization framework as follows: from gekko import GEKKO import numpy as np import…
indigoblue
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Learning more about APOPT solver

I have a few questions about how APOPT solves MINLPs. What nonlinear programming method APOPT uses (interior point, trust region, etc.)? How does APOPT deal with mixed integers (B&B, outer approximation, generalized benders decomposition,etc)?
Titus Quah
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pymoo run multiobjective function

is it possible to run a 3 objective, 16 constraints, 12 variable problem using pymoo on python, and if there is other programs that could assist, please advise? I have used pymoo code and it keeps providing this error. File…
omar Elfarouk
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How to Fix "Solution Not Found" Error in Python GEKKO Optimal Control Code

I'm trying to reproduce the result in Figure 1 of the paper "Immunotherapy: An Optimal Control Theory Approach" by K. Renee Fister and Jennifer Hughes Donnelly, 2005. To do this, I have written a numerical optimal control solver using Python's GEKKO…
Anonymous
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Non-linear fitting with nls() is giving me singular gradient matrix at initial parameter estimates. Why?

This is my first attempt at fitting a non-linear model in R, so please bear with me. Problem I am trying to understand why nls() is giving me this error: Error in nlsModel(formula, mf, start, wts): singular gradient matrix at initial parameter…
Ramiro Magno
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Optimization in R: cost function with binary scheduling variables?

The below details a simplified version of an optimization problem that I am having trouble solving. The objective is to minimize a cost function for an organization that delivers water via trucks and use that equation to produce a truck delivery…
dca
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How to use the 'weights' in the nls (non-linear least squares) function in R?

My question is on how to correctly interpret (and use) the 'weights' input variable in the nls function of R for non-linear weighted least squares regression. The solution for solving the unknown parameters in weighted least squares theory is: From…
user121
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keras implementation of Levenberg-Marquardt optimization algorithm as a custom optimizer

I am trying to implement Levenberg-Marquardt algorithm as a Keras optimizer as was described here but I have several problems, biggest one is with this error TypeError: Tensor objects are not iterable when eager execution is not enabled. To iterate…
wiedzminYo
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Algorithm name in nlminb's PORT routines?

I'm using gnls function of nlme package to fit a curve. When I try to know what optimizer it was using, I was directed to nlminb function documentation and it states: Unconstrained and box-constrained optimization using PORT routines. I don't know…
noobie2023
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scipy.optimize.minimize('SLSQP') too slow when given 2000 dim variable

I have a non-lenear optimization problem with a constraint and upper/lower bounds, so with scipy I have to use SLSQP. The problem is clearly not convex. I got the jacobian fo both the objective and constraint functions to work correctly (results are…
Riad Souissi
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