Questions tagged [continuous-optimization]

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1answer
69 views

LPs having a 'stable' objective value wrt changes in the constraint right-hand sides

I have a problem as: $$ \begin{align} \begin{array}{cl} \underset{x \in \mathbb{R}^n_+}{\min} & c^\top x \\ \mathrm{s.t.} & Ax \leq \mathbf{1} \cdot b , \end{array} \end{align} $$ where $A \in ...
1
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1answer
81 views

Maximization of a differentiable and nonlinear function over a bounded space

I have a nonlinear bi-variate optimization problem like $\max \: f(x,y)$ where $f(x,y)$ is a nonlinear and differentiable function of both variables, and $0\le x\le 1$, $\:0\le y \le ub$. In order to ...
2
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3answers
80 views

Convex optimization on the unit hypercube with gradients and a bounded minimum

I'd like to find the minimum of a smooth, continuous function inside the unit hypercube (the dimensionality of which could go into the hundreds or even thousands). The function is convex (Hessian $\...
4
votes
2answers
136 views

Continuous water-filling optimization problem

Disclaimer: this question has been previously posted on Math StackExchange. I reposted it here since I did not receive any satisfactory answer there and a user suggested to re-post it here. Let $x\in\...
8
votes
2answers
191 views

Which MiniZinc-compatible solvers are best suited for floating decision variables and non-linear constraints?

We are working on a production scheduling problem that has both discrete ("how much to produce from good x and where") and continuous elements ("keep the workload of a production site below 0.7"), ...
11
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0answers
124 views

Armijo Line Search Parameters

I am trying to compare many unconstrained optimization algorithms like gradient method, Newton method with line search, Polak-Ribiere algorithm, Broyden-Fletcher-Goldfarb-Shanno algorithm, so on so ...