# Questions tagged [constrained-optimization]

The tag has no usage guidance.

16 questions
Filter by
Sorted by
Tagged with
121 views

### Priority based demand fulfilment in Linear Constraint

Say I have 3 sources. D1, D2, D3. their capacity is 100, 200, 400. I want to create some constraints such that First D1 is depleted then D2 and then D3. But the catch is you cant use min or max ...
1 vote
277 views

### Efficient Algorithm for Scheduling 140 Predefined 1:1 Meetings with Variable Participant Constraints Over 7 Slots?

I’m tasked with organizing a large number (130) 1:1 meetings for 50 people across a limited number of time slots (7) during a conference. I am seeking advice on the best algorithmic approach to tackle ...
• 11
1 vote
30 views

### Optimal control problem with bounded control

Let's consider the following deterministic constrained optimisation problem, where $c(t)$ is the control, and $x(t)$ and $y(t)$ are the state variables: \begin{align} J(t) = \inf_{c(t)} \ &\int_0^\...
• 123
135 views

### Finding the minima of a multivariable function with constraints

I have a multivariable function (9 variables), and I want to find where the function records a minimum value. The function is as follows: It also has a few constraints: I tried a brute force ...
• 21
473 views

• 163
299 views

### Constrained Optimization Closed Form Solution Using KKT Gives Wrong Values

I have a (I guess) simple constrained optimization problem that I'm hoping to find a closed-form solution for using Lagrangian analysis and KKT conditions. I figured out the solution but there is one ...
• 245
108 views

196 views

### Convex optimization with linear constraints. Can I solve it analytically?

I have a constrained convex optimization problem with linear equality and inequality constraints. \begin{align} \label{eq:costf} \text{minimize}\ \ &f(x_1,\dots,x_m) = \sum_{i=1}^m \frac{1}{...
116 views

### Augmented Lagrangian Function for Semidefinite Programming Problems

I am currently reading the paper "Alternating direction augmented Lagrangian methods for semidefinite programming" and was wondering about how one comes up with the Augmented Lagrangian ...
• 33
210 views

### MINLP involving integrals, sparse matrices and CDF of random variables. Best environment?

INTRODUCTION My research often involves solving MINLP problems with few constraints (usually two) and not many variables (say between one and three integer ones, and between one and five real-valued ...
• 191