Questions tagged [minlp]
For questions about mathematical optimization problems with continuous and discrete variables and nonlinear functions in the objective function and/or the constraints. Should be synonymous with mixed-integer-nonlinear-programming tag.
22
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2
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1
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Structuring an MINLP solver
Folks, I am working on a project in which I have to code some C++ algorithms for smooth MINLPs.
Such algorithms are Extended Cutting Plane, Extended Supporting Hyperplane, and Outer Approximation. I ...
- 1,059
2
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0
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70
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Benders with MINLP subproblem as the pricing problem of Dantzig Wolfe
I have a convex MINLP that after a Dantzig-Wolfe reformulation, passes most of the difficulty onto the pricing problem, which becomes a convex MINLP itself.
The pricing problem should be solvable with ...
- 516
1
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2
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112
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How to formulate this NLP problem correctly?
Current status on the problem (what I've done)
I'm working on a NLP problem and I got a formulation of the problem, together with the necessary constraints, but I think it needs some adjustments to ...
- 1,011
3
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2
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196
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Can we use continuous variables instead of binary variables in this NLP problem?
The following problem is defined with binary variables $a_{i1}, a_{i2}, a_{i3}, k_1$ and $k_2$.
Is it possible to avoid binary variables and to only work with continuous variables? How would we ought ...
- 1,011
2
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0
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121
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Defining a highly non-linear function of integer variables
I have a complicated non-linear objective function of positive integer variables subject to linear constraints:
$\mathop {Min}\limits_{\underline x} f(\underline x)$
s.t.
$A\underline x\leq \underline ...
9
votes
2
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200
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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
2
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1
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75
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How to define a stationary point of the MINLP problem?
As we all know, KKT point and stationary point are well defined when the optimization variables are continuous in the problem.
Now, I want to know whether there exist some special points except for ...
- 121
3
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0
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163
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Solving a nonlinear model with constraints of exponential functions and continuous variable multiplications
I have a nonlinearly-constrained model and wonder if a nonlinear solver like Ipopt or Knitro can solve the problem.
Briefly, my objective function is linear. I have the following variables with their ...
- 1,239
2
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1
answer
202
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Large MINLP problem, searching for solver, tried BARON, ANTIGONE, DICOPT
I am working on a MINLP problem and am searching for a solver that works. I have tried ANTIGONE and receive the following "Termination Status: Infeasible Problem." I also tried DICOPT which ...
5
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3
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416
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Global Optimization when the exponential function is involved
I wonder if there are methods to determine the global optimum of MINLP problems, when the nonlinear functions involved are only of the form $Z = Y e^{- \alpha X}$, where $Y \ge 0$ and $X \ge 0$.
Are ...
- 2,132
2
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107
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MINLP Solution same as Global Optimum?
Is the solution to an MINLP problem the global optimum to this problem?
- 2,132
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3k
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how to implement a constraint with max/min function in pyomo
I am implementing a NLP problem in pyomo, and I am getting some issues for this constraint:
\begin{equation}
\forall i \in \lbrace 1, N \rbrace , \forall j \in \left\{1, M \right\}: Y_{i,j} \cdot ...
- 534
3
votes
1
answer
255
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How to define hybrid variables without using additional binary variables?
I am working on a large NLP model with equilibrium equations in which the variables are defined in the following form:
$$x_i \in [L_B, U_B] \cup\{0\} \quad \text{where} \quad L_B \ \& \ U_B \in\...
- 8,483
5
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2
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153
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What is the technique of branch-and-bound used in Knitro to solve MINLP?
I am using Knitro to solve an MINLP using branch-and-bound and I want to know about the reference or technique they are adopting to code their algorithm. I know that there are many applications of ...
- 83
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2
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303
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Solving a non-linear non-convex mixed-integer program
The optimization problem that I am dealing with is very similar to this example. In brief, I have some decision variables that can take real values with lower/upper bounds, and some other variables ...
- 239
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1
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149
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Is there a library of infeasible MINLP problems?
We have a number of test libraries to test solver performance like MINLPLIB, QPLIB, etc., but the problems in all libraries I know are overwhelmingly on the feasible side.
Is there a library to test ...
- 11.8k
9
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1
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686
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Do the KKT conditions hold for mixed integer nonlinear problems?
I was wondering if the KKT conditions are applicable for for MINLPs, and if not, why not? What about the case when the integer variables are modeled using constraints involving just continuous ...
- 715
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1
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579
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Understanding why this MINLP formulation is infeasible
Algebraic Formulation - Note: All parameter values are subject to change, I have just used the numbers you see here as place holders for the time being. Additionally, there are a few other equations ...
- 2,289
9
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2
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490
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Integer Decision Variables Always Forced to Zero in Minimization Problem (MINLP)
I am trying to write out a MINLP problem of optimal control for an invasive species and the code that I have for my PYOMO model is below. Some of the initialization values take from an Excel ...
- 2,289
8
votes
1
answer
780
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Formulating a MINLP for CPLEX in PYOMO
I am trying to do my first MINLP problem using PYOMO and CPLEX - although I am not committed to using CPLEX, but it was recommended to me. To my understanding you need to formulate your problem in ...
- 2,289
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1
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What are good reference books for introduction to operations research?
The reference books should cover the wide range of problem-solving techniques and methods.
13
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700
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What global MINLP solvers support trigonometric functions?
What (deterministic) global optimization packages support trigonometric functions such as $\sin, \cos, \tan$ in the constraints or objective function? What limitations do they have?
I am not asking ...
- 2,771