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This tag is intended for questions on methods for the (constrained or unconstrained) minimization or maximization of functions.

1 vote

Nonlinear integer program with linear constraints

There are solvers for non linear mixed integer programming that can solve problems to optimality under certain conditions, or provide good quality solutions otherwise. These are based in generalized b …
Septimus G's user avatar
2 votes

Algorithms for searching in high-dimensional binary data spaces

You may be able to formulate your problem as a binary integer program, which even though in general they are NP hard, some instances can be solved very quickly through branch and cut algorithms (if th …
Septimus G's user avatar
0 votes

Find combinations of variables with variable bounds to get summed up to a required value (us...

With the constraints you have listed, you may declare $x_i$ as integer, then solve with an IP solver (see the open-source coin-or solvers, and cplex or gurobi if you have access to them) to enumerate …
Septimus G's user avatar
2 votes

Low-rank updates in BFGS

To add on Brian's answer. The idea behind the low rank update is to find what an approximation that is "good enough", thus saving on computation resources. The BFGS method approximates the hessian wit …
Septimus G's user avatar
0 votes

How to get multiple solutions for a optimization problem using any kind of software

Depends on the type of problem you are dealing with. For non convex see the other answer about multistart. For convex problems, iteratively adding previous solutions as constraints will return alterna …
Septimus G's user avatar
1 vote

Which C++ Multi-objective Optimization libraries allows the addition of custom problems and ...

Nebro jMetal: a Java Framework for Multi-Objective Optimization. Advances in Engineering Software 42 (2011) 760-771. A.J. Nebro, J.J. Durillo, M. … Vergne Redesigning the jMetal Multi-Objective Optimization Framework. GECCO (Companion) 2015, pp: 1093-1100. July 2015. …
Septimus G's user avatar
0 votes

Choice of solver/software for global optimisation of cheap black-box function with known der...

You can either use some derivative free optimization, for which there are several packages available, or: If in addition to the jacobian you can obtain the hessian then there are many methods that you … I recommend you the reference Numerical Optimization by J Nocedal, it contains pseudo code and references to software that would help you with your problem. …
Septimus G's user avatar
0 votes

Choice of solver/software for global optimisation of cheap black-box function with known der...

Let me clarify from my previous comment that I had linear least squares problems in mind, non linear least squares need to meet several conditions in order to be convex. I would look for some simple c …
Septimus G's user avatar