The constraints tag has no wiki summary.
0
votes
1answer
34 views
Solver for sparse linearly-constrained non-linear least-squares [closed]
Reposted from stackoverflow:
Are there any algorithms or solvers for solving non-linear least-squares problems where the jacobian is known to always be sparse, and the solution is constrained with ...
2
votes
0answers
49 views
How much better a bounded BFGS is compared to augmented Lagrangian method with BFGS?
I mean, in handling boxed constraints?
In terms of stability, and more importantly, the numerical performance?
I have already written some well-optimized and well-tested C/CUDA/C++ codes for ...
3
votes
1answer
98 views
BFGS methods for constrained elasticity problems
My dear community,
I am wondering why BFGS methods are not so widely used for simulating mechanical problems which heavily still relies on inverting the hessian matrix. I am essentially interested ...
1
vote
1answer
56 views
nonlinear programming with support constraint
I want to solve a nonlinear optimization problem
$$\underset{\mathbf{x}\in \mathbb{R}^n}{\operatorname{argmin}} f(\mathbf{x})$$
subject to a support constraint $$\mathbf{x}=[x_1,\cdots,x_n]^T, \quad ...
2
votes
2answers
213 views
Quadratic program With Linear Constraint vs. Eigen Decomposition Time Complexity-Comparison. Which is faster?
Say I had the choice of choosing one out of the following two optimization problems which I could use to solve my problem. Which choice is the fastest? How much of a trade-off would it be-as in - Is ...
8
votes
2answers
112 views
Efficient preconditioner for Augmented Lagrangian
I want to solve a non-linear problem with non-linear equality constrains and I'm using a augmented Lagrangian with a penalty regularization term that, as well known, spoils the condition number of my ...
4
votes
1answer
604 views
How to get all intersections between two simple polygons in O(n+k)
Basically the formulation of the problem I'd like to solve is very simple. Given 2 simple polygons (without self-intersections) report all intersecting edge pairs in O(n+k) time, where n - is a total ...
4
votes
2answers
180 views
What does symmetrize mean? (imposing multifreedom constraints to stiffness matrix)
I have a small FEM implementation program. And I want to add imposing multifreedom constraints (MFC) feature to it. The theory of master-slave method is given here (page 10 for general case).
...
5
votes
2answers
141 views
Linear regression with quadratic constraints
What methods are suggested to solve problems of the form $\min || {A} x - y ||_k$, subject to $x^T P x \leq c$, and/or $x^T Q x = d$?
5
votes
2answers
753 views
Nonlinear least squares with box constraints
What are recommended ways of doing nonlinear least squares,
min $\sum err_i(p)^2$,
with box constraints $lo_j <= p_j <= hi_j$ ?
It seems to me (fools rush in) that one could
make the box ...
4
votes
1answer
138 views
What is the probabilistic model behind sudoku grids?
I'm talking about the vanilla sudoku game, with 9x9 grids equally split into 9 regions.
I've tried a few approaches to estimate the probability that a specific number is in a specific location, but I ...
