# Questions tagged [constrained-optimization]

297 questions
Filter by
Sorted by
Tagged with
35 views

### Methods for delaying the "break" in non-linear least squares optimisation when the step size gets too small?

I am using the Levenberg-Marquardt method for calibration purposes. Typically, the RMSE of my calibration looks like: I want to break the algorithm when the algorithm step-updates start to slow down, ...
1 vote
27 views

### Constraints involving max in ILP

Consider $n$ apps and $m$ transactions. $x_{ij}$ is a binary variable, it takes 0 or 1. $x_{ij}$ takes 1 if $i$th app is used for $j$th transaction, else 0. min $\sum_{i=1}^{n}\sum_{j=1}^{m} x_{ij}$ ...
363 views

### The nitty-gritty details of augmented Lagrangian methods

I am trying to implement (constrained) minimization of a certain function with the augmented Lagrangian method. Where can I find a reference that discusses in detail the good practices for the various ...
1 vote
40 views

### Name this optimum-within-convex-hull algorithm: State is a convex combination of hull vertices; Nonnegativity ensured by reparameterization

I'm looking for the "official" name(s) for a procedure for optimizing a convex loss function over a convex subset. This seems to be a default/naïve algorithm that folks come up with before ...
1 vote
39 views

### Find a minium value of a function with discrete parameters, but some combinations are invalid

I'm not a mathematician, so sorry if I miss some obvious stuff. I'm trying to develop a bot for StarCraft 2, in particular the army control for it. For every army of the enemy, I want to find the ...
1 vote
50 views

### Beyond the LP relaxation of binary least squares

I have a binary quadratic program with a convex objective function, of the form, \begin{align} \text{minimize}\;\;& x^tAx+b^tx\\ \text{subject to}\;\;& x_i\in\{0,1\} \end{align} where $A$ is ...
98 views

### Implementation of the roller constraint

What could be the best way to implement the roller constraint in finite element code, i.e. constraint of the type $$\mathbf{u} \cdot \mathbf{n} = 0$$ I plan to enforce it in the weak sense by ...
1 vote
164 views

1 vote
88 views

### Overconstraining in SQP

In Sequential Quadratic Programming we use an active set of the inequality constraints and handle them as equality constraints in the quadratic subproblem. SQP is said to be able to deal with ...
1 vote
38 views

### constrained zero-sum two person game

Finding the saddle point of a constrained zero-sum two-person game is equivalent to a resolution of primal-dual programs (with bi-linear objective function). I am looking for a free solver to compute ...
1 vote
79 views

### Constrained optimization for non-linear equations in octaveGNU

I have installed Optim1.6.1 package. I would like to solve a system of equations in non linear finite element analysis using constraints as u=1 at certain nodes. u=0 at certain nodes. Typically I find ...
104 views

### Variable equality constraints in SDP Problem

I'm quite new to SDP programming, hence I might not have been able to use the right search terms to find a solution. I try to reformulate an SDP problem to the original form. However a side constraint ...
137 views

### Maximum Constraints Satisfaction of Linear Programming

The question I need to solve is to maximize the satisfied constraints in linear programming. To be more specific, Suppose I have an infeasible LP problem, my goal now, is to find the maximum number of ...
198 views

### High quality constrained optimization C++ library with matrix free second order solver?

I'm working with large scale constrained optimization problem. Some of my constraints can be non linear. Currently i'm using IPOPT. Quality is good by my Hessian computation too slow. It seems that i ...
1 vote