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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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NLopt minimum working example fails with "RoundoffLimited"

I was experimenting with NLopt and created the following minimum working example, which consistently fails with RoundoffLimited: NLopt roundoff-limited: import numpy as np import nlopt dim = 1 def obj_func(x, grad): return float(…
user20010813
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Trajectory optimisation for a spacecraft using IPOPT GEKKO

So I am trying to solve a nonlinear differential optimisation problem in IPOPT GEKKO (python). I need to minimize time for a spacecrafts trajectory where equations of motion are described by circular restricted three-body dynamics. The trajectory is…
AloeVera98
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using pgtol in R's optim function

I'm trying to use pgtol in R's optim function and not getting anywhere. I optimize this function RosenbrockFactory <- function(a,b) { function(v) { return( (a-v[1])^2 + b*(v[2]-v[1]^2)^2 ) } } # the exact function to optimize fn <-…
pdb
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Using Gekko to reproduce a control history in an observed trajectory

I am trying to get Gekko to reproduce the bank angle history from the Apollo 10 reentry event. I have altitude, velocity, and latitude state histories and the actual NASA bank angle data for comparison. My path constraints look like…
Jacob Olsen
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How to use Gekko to solve for optimal control for a reusable reentry vehicle

I am seeking to find optimal control (aoa and bank angle) to maximize cross range for a shuttle type reentry vehicle using Gekko. Below is my code currently and I am getting a "Solution not found" with "EXIT: Maximum Number of Iterations Exceeded".…
Jacob Olsen
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Pyomo not returning optimum

I'm trying to solve the following problem in pyomo: For that, I've defined the following model, which I solve with MindtPy: import pyomo.environ as pyo model = pyo.ConcreteModel() model.x = pyo.Var(domain=pyo.NonNegativeIntegers) model.y =…
Seon
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How to use sos1 with GEKKO Array in python?

I'm trying to solve an optimization problem using GEKKO where I have to set specific constraints regarding the values of the solution. I'm using sos1 to do that. However, I'm having a hard time trying to use sos1 with an GEKKO.Array(). If I use the…
R. Wilson
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GRG Non Linear Solver Equivalent in C#

I am looking to use Math.NET to implement the excel GRG Non Linear solver in C#. This seems to fall under the non linear optimization topic in Math.NET and I was able to find a few examples of optimization in…
Murali
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Why this GEKKO script does not yield a better solution?

Here is my code. I'm maximizing an expression abs(expr1) given the constraint abs(expr1)=abs(expr2). import numpy as np from gekko import GEKKO #init m = GEKKO(remote=False) x2,x3,x4,x5,x6,x7,x8 = [m.Var(lb=-2*np.pi, ub=2*np.pi) for i in…
optiman
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Discrete Optimization (SOS1 constraint) - GEKKO

I'm trying to define an optimization problem with GEKKO in Python, and I want to use some design variables with predefined list of choices. Also, each choice has an associated cost and the constraint would be that the total cost should be under a…
Skyrider
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how to get value of decision variable after maximum iteration limit in gekko

I have written my code in python3 and solved it using Gekko solver. After 10000 iterations, I am getting the error maximum iteration reached and solution not found. So can I get the value of decision variables after the 10000th iteration? I mean…
kinshuk agrawal
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Instability of nonlinear mixed effects (using nlme package) in R

I am attempting to build a nonlinear mixed effects model for COVID-19 data that fits a bell curve to daily case numbers from different countries (random effects being at the country level). The data table is too large to include in the post but here…
bob
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Defining control variables and objective function in GEKKO

I've the following dynamical system that I am trying to solve in GEKKO (1) d ϕ …
Natasha
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Formulating pricing optimization as MILP

I am uncertain whether it is possible to formulate the following problem in a linear fashion or whether i should attempt to optimize it non-linearly. I wish to find the optimal combination of a fixed fee F and variable price p for a product. I have…
Ingmar
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Why do these linear inequality constraints work in Matlab but not Octave?

I have the following script performing a nonlinear optimization (NLP), which works in Matlab and hits MaxFunctionEvaluations after about 5 minutes on my machine: % Generate sample consumption data (4 weeks) x = 0:pi/8:21*pi-1e-1; %figure; plot(x,…
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