# Questions tagged [constraints]

For questions about computationally solving a problem subject to some constraints on the solution. For optimizations, apply the more specific [constrained-optimization] tag instead.

55 questions
Filter by
Sorted by
Tagged with
113 views
+50

• 153
1 vote
296 views

• 325
229 views

### Constraints 'exactly/at most one non-zero element' without binary variables

In a much larger MINLP problem, I have set of variables $\{a_{ij}\}_{m,n}$, such that $0 \leq a_{ij} \leq 1$ for all $i$, $j$, which I could think of as a matrix, for which I have two requirements: ...
1k views

### Defining a soft constraint in cvxpy

I am using cvxpy to do a simple portfolio optimization. I implemented the following dummy code ...
1 vote
155 views

### Making difference of log constraints convex

I have the discrete likelihood estimation problem $\max \sum m_i\log p_i$ where $m$ is a given vector of length $n$. The constraints are $0 \preceq p \preceq 1$, $\sum_{i=1}^n p_i = 1,$ and one ...
• 111
1k views

### Linear constraints for L-BFGS-B

I know L-BFGS-B only supports simple box constrains of the form: $l_i \leq x_i \leq u_i$, where $l_i$ and $u_i$ are constants. For my specific optimization problem, I need to specify some simple ...
• 1,320
2k views

### Constrained simulated annealing

Simulated annealing is a useful technique for finding near-optimal solutions to combinatorial problems. I have found a lot of tutorials on implementing the basic algorithm, but miss a general guide as ...
• 171
1 vote
836 views

### Trajectory optimization for smoothness

I want to achieve the following in 2D (and without obstacles): Given start position A and end position B, generate the path between the two points that optimizes a cost function that depends on total ...
• 11
1 vote
326 views

### the augmented global stiffness matrix is not positive semi-definite using Lagrange Multipliers method within FEM

The augmented global stiffness matrix is not positive semi-definite when using Lagrange Multipliers method to enforce boundary constraints on a simple square domain of integral form: I am considering ...
• 321
2k views

• 1,077
402 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 ...
• 341
739 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 ...
• 41