Questions tagged [constrained-optimization]
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2
questions
5
votes
2answers
89 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 ...
17
votes
4answers
2k 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 ...
