Questions tagged [constrained-optimization]
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3
questions
9
votes
2answers
182 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 ...
5
votes
2answers
137 views
Solve nonlinear programming problems practically
In an exam, I studied Theoretical approaches to converting constrained minimum problems into unconstrained minimum problems. Specifically:
KKT conditions
Projection Gradient Descent
Penalty and ...
21
votes
4answers
4k views
What are the advantages of commercial solvers like Gurobi or Xpress over open source solvers like COIN-OR or CVXPY?
I come from an ML background, and occasionally have to dive into the OR world. I am trying to figure out whether I need to purchase a commercial solver license for a certain problem set.
In the ML ...
