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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Two equations two unknowns, non-linear Mathematica

I am having trouble obtaining values using the NSolve or Solve features in Mathematica for two non-linear equations in two unknowns. I am sure there must be a method to go about this, but am not sure what it is. Here is where I encounter the…
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no update of parameters using multirootsolver

I am currently trying to write a code to solve a non linear system of equations. I am using the functions of the gsl library, more specifically the multiroot_fdf_solver. My problem is that it currently doesn't want to converge. More specifically, I…
user1379725
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Can this specific Linear Program constraint be expressed?

Thanks for your time. I have a linear program and no idea how I could express a form of constraint and even if it's possible. Maybe someone here know a solution. A company assembly and sells a mixture which is composed of 3 ingredients, a, b and…
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Unable to code non linear equation in MATLAB R2013a - MATLAB giving warning message

I wanted to solve the following equation in MATLAB R2013a using the Symbolic Math Toolbox. (y/x)-(((1+r)^n)-1)/r=0 where y,x and n>3 are given and r is the dependent variable I tried myself & coded as…
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MATLAB nonlinear objective function

I have an OR model, with linear constraints and a nonlinear objective function. Is it impossible to solve it with "linprog"? If so, are there any methods to linearize objective functions, fore example by adding some constraints to the model? Thanks…
Morianta
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another: "singular gradient matrix at initial parameter estimates"

I'm trying to fit a Gompertz curve with the nls function, which always gives me the "singular gradient" error. I know a lot of questions are devoted to this error, but I still can't figure out my problem. I tried out multiple formula variations,…
Wave
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R quadratic multi dimensional optimization with constraints

I am tryinig to solve the quadratic optimization of the following function: b<-4.7e-09 a<-(-2e-05) M<-100 beta<-0.5 min<-fuction(x){ x1=x[1] x2=x[2] x3=x[3] E=a*x1+b*x1^2+a*x2+b*x2^2+a*x3+b*x3^2 V=(M-x1)+(M-x1-x2)+(M-x1-x2-x3) …
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univariate nonlinear optimization with quadratic constraint in R

I have a quadratic function f where, f = function (x) {2+.1*x+.23*(x*x)}. Let's say I have another quadratic fn g where g = function (x) {3+.4*x-.60*(x*x)} Now, I want to maximize f given the constraints 1. g>0 and 2. 600
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Solving Non-linear System of 3 differentail equations(Lorenz equations) using ode solve: ode23s in Matlab

I am trying to solve 3 differentail equations(Lorenz equations) using ode solver: ode23s in Matlab. Here are the 3 lorenz equations: dc/dt= alpha*I*(1-c) + c*(- k_f - k_d - k_n * s - k_p*(1-q)) ds/dt = lambda_b * c* P_C *(1-s)- lambda_r…
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fmincon does not match nonlinear constrains

I trying to minimize function handle with respect to vector of parameters beta0. My function uses built-in mvncdf function which uses positive definite covariance matrix. This matrix is counted from part of vector of parameters. Also there is…
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BobyQA alters the starting point and computes sub-optimal result?

I'm trying out the Apache Commons Math's BobyQA algorithm for bound non linear optimization. I know the optimum (found it using matlab's trust-range reflective algorithm) and I'm confused about the following: I set BobyQA's starting point to optimal…
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Solving nonlinear integer programming with exponential variable

everyone. I formulate some formulas for my research. I want to ask is there any tool can solve this problem. I survey some tools such as GLPK, some MATLAB toolbox… But my formula seems to be nonlinear. I find some information on the Internet, it is…
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Solving system of nonlinear equations in R

I am trying to solve a system of non-linear equations in R but it keeps giving me this error "number of items to replace is not a multiple of replacement length". My code looks like this: my_data <- Danske D <- my_data$D V <- my_data$V r <-…
Lina
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newton raphson method using dataframes

I am using newton() function from the scipy to solve a particular non linear equation which works for a single values def iv(p): I=p diode=Il-(Io*(np.exp((v+(I*RS))/a)-1))-((v+(I*RS))/Rsh)-I return diode I=[opt.newton(iv,2)for v in…
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Maximizing a function in Matlab (use of fsolve and derivatives)

I would like to find the values for vector p (i.e p(1),p(2),p(3),...) which maximizes the function A(p). I am using MATLAB to do that and I found fsolve which I thought it could help me. So I made function A: function A = myfun(p) R = 0.1;…
Beni Du
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