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.

38 questions with no upvoted or accepted answers
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125 views

Automatically generate constraints for trajectory optimization

This is a follow up to my previous post here I'm interested in performing trajectory optimization from the problem mentioned in abov link. I want to supply the following as dynamical constraints to ...
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73 views

Large-scale optimization of nonlinear equations

I'm looking to find a computationally efficient solution to a large system of nonlinear equations. I'm trying to maximize the following function: $$ f(\vec{x}) = \sum_i^N C_i (x_i-A_i)x_i^{\epsilon_{...
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28 views

How to set up and solve acceleration-limited trajectory optimization problems?

I've been trying to learn how to solve simple acceleration-limited trajectory planning problems. I'm working in C++ and I've been using the Eigen library to do linear systems solving. I'm doing the ...
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173 views

Find constrained vectors maximizing angles between them - methods?

This is related to a question I had asked earlier, with the distinction that earlier I did not have a non-linear objective functional to minimize. The problem is reproduced below with added ...
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104 views

Efficient principal pivots

It was suggested I should try posting this question here from Mathematics Background I'm working on a numerical linear algebra package in C#. I'm trying to implement a variety of "principal ...
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32 views

Convergence of Truncated Newton for non-convex Hessian

I was wondering if anyone could enlighten me about the convergence properties of the truncated newton method in case of a non-positive definite hessian $\nabla^2 f = H$. From the Book 'Numerical ...
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279 views

Convergence of a very large non-linear least squares optimization

(note: I also posted this question on stackoverflow before finding this community here, which seems a better place for it) I'm trying to solve the following problem: I have a lot (~80000) surface ...
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52 views

Nonlinear Sylvester-Like Equation

Maybe you can point me to some results already developed for this. I have to solve for $X$ the following "Sylvester-like" equation: $$ AX - XB = F(X)$$ where $A\in\mathbb{R}^{a\times n}$, $B\in\...
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66 views

Global optimization with known distributions of some variables

I'm solving simple single-objective multidimensional global optimization problem using various stochastic algorithms like Monte-Carlo, GA and other evolutionary approaches. The task is formulated as ...
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209 views

Using Line Search Method for Constrained Optimization

Suppose we have a $f(x)$ to be minimized (we only know that $f(x)$ is three-differentiable), and a feasible, convex set of $S$ such that all $x$ belong to $S$. Using line search method, how we can "...
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92 views

non convex, non linear optimization involving matrix differential equation solution

I'm trying to develop an inferential procedure for a multivariate dependent Markov process. Basically, the procedure could be considered as a non linear regression, with a known dependence structure ...
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74 views

Which non-linear conjugate gradient possess finite termination property

There are many variants of non-linear conjugate gradient method available ( Flatcher-Reeves, Polak-Rebiere, Dai-Yuan). In case of minimization of quadratic function when first search direction is ...
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217 views

Is it possible to run a Solver Foundation solver against a model containing linear and non-linear elements?

This is a follow up question to one I made previously about non-linear equations and ranged real numbers in Solver Foundation. I acknowledge that where possible, rewriting a problem that is non-...
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49 views

Finite dimensional optimization problem over dynamical system

I am interested in solving numerically the following mathematical problem Consider an ode of the form $$ \dot q(t) = f(q(t),t_1,\ldots, t_N),\qquad t\in [0,T], $$ where $q\in \mathbb{R}^n$ is the ...
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97 views

Connection between piecewise linear basis functions and RELU activation function

ReLU activation is defined as follows $$\sigma(x)=\max(0, x).$$ Let's assume that I have deep network of 1 hidden layer, than output from my layer has form $$ f(x)= \sigma(Wx +b), $$ where matrix W ...
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70 views

Nonlinear least square optimization

Problem description Given data at many time instance $t$, $$\min _{\alpha, \Lambda, \beta} \lVert y(t) - \alpha e^{\Lambda t} \beta \rVert_F$$ with $$ \lVert \alpha \rVert_2^F = 1 $$ where $y(t) \...
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77 views

Nonlinear global optimization algorithm that can use dynamic programming

I've asked this question on stackoverflow 2 weeks ago, but, judging by zero response, that probably was the wrong forum. Therefore copying it here: Let F0,...,Fn ...
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56 views

Object-oriented non-linear solving in python

I'd like to build a system in Python, consisting of (broadly speaking) objects which are internally described with (not necessarily just linear) equations, that I can connect with each other - similar ...
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70 views

Minimizing the products of variables

My problem Maximize $$\min_{i} \{\ c_i \cdot \prod_{j \in A(i)} {x_{j}} \prod_{j \in B(i)} {y_{j}} \} $$ Subject to \begin{align} &\sum_{j \in C(k)} x_{j} = 1,\ \forall k \\ &l \leq x_{j}...
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228 views

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 ...
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48 views

How is the Gastner-Newman equation implemented to create value-by-area cartograms?

There is a paper called "Density-equalizing map projections: Diffusion-based algorithm and applications" by Michael T. Gastner and M. E. J. Newman, which explains their algorithm (which is based in ...
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96 views

2D Multilateration with constraints as distance information

In my current problem, I am looking for an algorithm to reconstruct the position of multiple points in the 2D euclidean plane with incomplete distance information, $d_{ij}=||x_j-x_i||\in\text{dom}_a$. ...
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178 views

Numerically solving a system of stiff nonlinear PDEs

I am attempting to numerically solve the following: \begin{align} \frac {\partial y_1}{\partial t} &= i(y_2y_3 - y_2^*y_3^*) - y_1 \tag{1}\\ \frac {\partial y_2}{\partial t} &= y_1^*y_3 - y_2 ...
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113 views

Solving a large system of nonlinear equations, where timeseries are the unknown

I am trying to solve a problem, which I find quite hard, like, headache-hard. I have to solve the following set of $M$ nonlinear equations: $$F(X)=\begin{bmatrix}f_1 (X)\\f_2 (X)\\...\\f_M (X)\\ \end{...
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136 views

Minimization of the sum of convex function and non-linear non convex function

I'm trying to minimize the unconstrained scalar sum of a quadratic convex function (to which a convex optimizer is readily applied) and a non-linear and non-convex function which is differentiable. ...
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45 views

Alternative to two “for” loops in finding best neighborhoods for TSP?

I am trying to solve Travelling Salesman Problems using tabu search. I have been able to successfully find "near enough" optimal solutions (as well as one optimal, yay!). For the moment I am using ...
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142 views

Software Implementing Jiles-Atherton

I have been doing much research on the internet to see if there was a FEM simulator that natively implemented the Jiles-Artherton model whether it be commercial or open source So far, my conclusion ...
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188 views

Oscillating convergence in my Resilient BackPropagation (RPROP) implementation

I have implemented in matlab a neural network that uses rprop's algorithm to update its weights. Strangely the error on the training set does not converge to a local minimum, but oscillates. Here is ...
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144 views

“Tunneling” optimization algorithm in Matlab

I was wondering if someone has implemented the "Tunneling algorithm" for the global minimization of a single variable function in Matlab. I am hoping to implement it on $[B, A - \lambda I]$. Where $A$...
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261 views

Generating start point in a systematic manner for fmincon

I'm trying to generate start points for my optimization problem in Matlab. At this point Im not worried about feasibility but only a fast way to generate the points from which I could test the ...
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232 views

Generating Hessian of the Lagrangian with dynamic number of nonlinear constraints in Fmincon

I'm using interior point algorithm for solving a nonlinear optimization problem and want to provide Hessian of the Lagrangian as part of fmincon to speed up the process (running couple of thousand ...
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448 views

How to solve nonlinear optimization with constraints that have singular jacobian

I'm solving a nonlinear constrained optimization with constraint of following form: $$\mathbf{A}^T\mathbf{A}-\mathbf{I}=\mathbf{0}, \mathbf{B}^T\mathbf{B}-\mathbf{I}=\mathbf{0}$$ where $\mathbf{A}$ ...
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16 views

How to multiply 2 decision variables and a matrix using python

So, basically our agenda is to assign tour guides to tour groups based on this equation and that will be done by these 2 decision variables z(u,g) and y(g,p) where z(u,g) will be 1 if tour guide 'u' ...
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29 views

Implementation of nonlinear optimization for Generalized Nash-Equilibrium

I have to find a solver for $\begin{equation} \min_{x^{\nu}} \Theta_{\nu}(x^{\nu},x^{-\nu}) \end{equation}$ with $x^{\nu} \in X_{\nu}$ which is a convex set. $x^{*}$ needs to satisfy $$\nabla_{x^{\nu}...
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23 views

Can Scipy.optimize take a user-defined objective function that contains an ML model?

I have an optimization task that requires me to choose the optimal combinations of parameters, according to the prediction of a random forest model. My main obstacle is that scipy.optimize always ...
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33 views

Method for implementing QP solver with matrix terms?

I am trying to implement (in code) a QP solver for the following equation: $$\min_{u} u^{T} Wu$$ $$s.t. \; \beta u = \tau_{ref}$$ $$ Au \leq b $$ See this document, section 5.1 (Page 35) $u$ is a ...
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30 views

Could not get expected result?

I am trying to solve the example 3.3 in this book. ...
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25 views

Need Help for Formulating in YALMIP

I want to implement the given optimization algorithm for the ieee-14 bus system into YALMIP. It is a non-convex type of problem. it will be appreciated if anyone can help me in formulating this into ...