# Questions tagged [nonlinear-programming]

Questions about the theory and numerical algorithms for optimizing (minimizing or maximizing) nonlinear functions, possibly subject to equality and/or inequality constraints.

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### Automatic differentiation necessary for large optimal control problems?

I am investigating ways to solve an optimal control problem in an embedded way, preferably in Java. The system is modeled with triple integrator dynamics $u=\dddot{x}$ and solved with multiple ...
55 views

### RobOptim for real-time computation

Do you think that the RobOptim optimization library (which I read about in C++ library for nonlinear constrained minimization) could be used for real-time optimization for the velocity control of a ...
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### Non-linear least squares with penalty term

I have a non-linear least squares function that I am trying to minimize, with the objective function: $\underset{x}{\operatorname{argmin}} \sum\limits_{i}^{N} \frac{1}{2} f(x_i)^2$ I would like to add ...
1 vote
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### Solving the non-linear Hamiltonian using Scipy's root finding method

I am a complete novice to computational physics and am finding difficulty in implementing a code to iteratively solve for a $2\times2$ nonlinear Hamiltonian using Scipy's root solver. I can't seem to ...
64 views

### Linearize problem with absolute value

Is there any method to linearize the following optimization problem? \begin{align} min_{x,y} &~~ c~[x; y] \\ st &~~ \sum x\leq \alpha_1 \\ &~~ \sum |y|\leq \alpha_2 \\ &~~ \sum y= 0 \\ ...
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### Cyipopt fails to converge for NLP problem which fmincon() can solve

I'm currently trying to implement a python script for solving a constrained nonlinear optimization problem with ~800 variables and 2 constraints, one linear and one nonlinear. There already exists a ...
119 views

### How to implement large rotations in total lagrangian formulation (nonlinear FEM)?

I have developed an Octave script to solve the nonlinear Euler-Bernoulli beam equations with linearized von Karman-strains, i.e. higher-order terms are dropped. The simulation results agree with ...
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1 vote
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### Why does Newton's method with Linear Equality Constraints use KKT condition?

Goal: Optimize convex function $f(\vec{x})$ subjected to constraint $A\vec{x} = \vec{b}$ starting at a point $\vec{x}_0$ that satisfies the constraint. The problem only has equality constraint. Why ...
• 163
1 vote
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### Constrained optimization: Stationary point vs. Nash point

1s question: definition of stationary point for constrained optimization As far as I know, a stationary point of a constrained optimization problem is a stationary point of the Lagrangian (that has ...
• 505
1 vote