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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particle swarm optimization inertia factor

i am reading in soft computing algorithms ,currently in "Particle Swarm Optimization ",i understand the technique in general but ,i stopped at mathematical or physics part which i can't imagine or understand how it works or how it affect the…
HATEM EL-AZAB
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Solving some type of Mixed Integer Programming in Matlab

I have a rather complicated optimisation problem I want to solve in matlab, I posted it on math.stackexchange.com since it supports LaTeX maths…
swoopin_swallow
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How to fix "Cannot add component 'cons_index' to block 'unknown': a component by that name is already defined" error in Pyomo?

I am using python in Google Colab to write a nonlinear optimization model and the goal is to run it in a meta-heuristic and get the results. The first time I ran the model it worked just fine. However, I changed some variables and added more…
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Solving system of nonlinear (and nonpolynomial) equations

I would like to use python/sympy to solve simple systems of equations coming from impedance calculations in electronics. In such calculations, due to the "parallel impedance" formula, one often has to deal with expressions of the form: par(x,y) :=…
makkiato
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Non-linear optimizations in python?

What is the best way to solve a constrained non linear optimization problem in python? Type of problem is highly non-convex: Maximize A*log(1+x1)*y1 + B*log(1+x2)*y2 + C*log(1+x3)*y3 subjected to x1*y1 + x2*y2 + x3*y3 <= K; l1 <= x1*y1 <= u1; l2…
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Linearization of non-linear program or other solver

I have a linear program that represent a time series of actions (the variables are ordered). The objective function is MIN. For every variable I have the constraint Xi <= max_value. I want the constraint to represent the real world more precisely,…
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scipy minimize build model

I have a nonlinear problem that I am trying to solve with scipy minimize. The thing is that for now I am trying to pose the first constraint (with only that one the problem is linear) and I am having problems. To contextualize, the case is that I…
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How to limit the count of nonzero variables in GAMS mixed-integer nonlinear programming?

The background of the problem: There are 25 candidates on Neo blockchain that receive votes. Every voter except me has voted. The candidates ranked 1st to 7th each will give 200 dollars, proportionally to people who vote for them. And the 8th to…
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AMPL: error processing param: invalid subscripts discarded

So, i am trying to solve a non linear problem with AMPL and get this error when trying to run. I have multiple objevtives as you can see in the code below, 32 to be precise, since my test parameters are indexed in a set of 32 elements (I). I do not…
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how to optimize a problem with many constraints

I want to minimize the cost of a ration of sheep where the sheep has needs like (PDI , Cabs, Pabs , UFL , UEM ...) and a have the foods who they have this needs. like in this picture: and every food has a price where the price is the sum of the…
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Linearizing the product of a binary and a continuous variable

I'm trying to make a optimization problem that include product of a binary and a continuous variable in the objective, someone have an example or maybe how to fix it.. Touf = gp.Model('Time of Use FL') # Creacion de Estados ON y OFF Carga a =…
Sergio
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Fitting two variables using lmfit

How can I fit this function with two input variables using lmfit in python? function f(x) =a*(x - b)**2, a and b are variables and they can be a random number.
fsrfyama
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fmincon with nonzero inequalities constraint

I want to solve a minimization problem in MATLAB. fmincon(): x = fmincon(fun,x0,Aeq,beq, nonlcon) subjects to the nonlinear inequalities c(x) defined in nonlcon such that c(x) < 0 Is it possible to change c(x) < 0 to c(x) ≤ 0 and use…
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MatLab: is there a way to adjust fmincon to return a 3x4 matrix of parameters?

I wrote the following code for MatLab but for now it clearly works only to return a row of parameters. The code is composed by the main file, the function file (MLE_GARCH) and the constraint file (nonlcon_GARCH) as follows: clc clear %% Setup Data…
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Nonlinear optimization: why am I getting different results when I use DEoptim?

For example, if I use the code below on APMonitor Modeling Language Variables x2 >=0, <=100 x3 >=0, <=100 End Variables Equations x2>=0 x3>=0 ! best known objective = minimize ((0.5-x2)/(0.5-x2+x3))/0.3 End Equations End…