Questions tagged [nlp]

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2 votes
1 answer
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Derivative-free based optimization subject to a linear constraint

I'm dealing with a NLP-problem that can be formulated as: $$\min_{\overrightarrow{x}} f(A\cdot\overrightarrow{x})$$, where $\overrightarrow{x}$ is a vector of $n$ design points where every element ...
Steven01123581321's user avatar
2 votes
1 answer
105 views

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 ...
Matheus Diógenes Andrade's user avatar
1 vote
2 answers
159 views

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 ...
Steven01123581321's user avatar