Questions tagged [continuous-optimization]
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7
questions
1
vote
1answer
50 views
Represent the minimum between two terms as a continuous constraint
Let's consider the following minimization problem:
\begin{align}
\min_{x,a,b}&\quad X\tag1\\
\text{s.t.}&\quad X = \min(A,B)\tag2\end{align}
with $A,B$ functions that depend on $X$.
Is there a ...
1
vote
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
vote
1answer
84 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
votes
3answers
90 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
139 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\...
9
votes
2answers
240 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
votes
0answers
168 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 ...