# Questions tagged [nonlinear-programming]

For questions about mathematical optimization problems involving a nonlinear objective function and/or nonlinear constraints.

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### Characterizing the solution of a (non) linear maximization program

I have the following maximization program \begin{align} \max\limits_{\{q_i\}}&\quad\sum\limits_{i=1}^nq_i \\ \text{s.t.}&\quad\begin{cases} k_j \geq \sum\limits_{i=1}^n q_i^{1 \over \...
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### Water quality component optimization

I have an optimization problem that I'm attempting to tackle. As you can see in the image below, there's a graph network through which water flows. I've drawn out the problem in the image to explain ...
73 views

### Is there a way to use lazy constraints with Baron?

I am solving a non-linear mixed-integer programme with BARON. The objective function looks like $\big( \sum_i x_i \big) \cdot \big(\prod_i e^{-y_i}\big)$ (binary $x$ and real-valued $y$) and it has ...
34 views

### In a binary logistic regression context, how to introduce a constraint to model the dependency between consecutive samples

Imagine we are running a logistic regression to identify opportunities for car sale promotion, using previous promotion campaign's result. Each $y$ is the increase of car sale after the promotion. ...
67 views

### How can non-polyhedral sets be investigated?

To derive problem-specific cutting planes for some given problem (think something like TSP problem), one common way is to study small examples. To this end, one can create small instances for the ...
56 views

### Identifying saddle point in constrained optimization

Suppose we are minimizing $f(x)$. The first order necessary condition of $x^*$ being local minmum is: $$\nabla f(x^*)= \mathbf{0}.$$ For sufficiency, we check if also $\nabla^2f(x^*) \succ 0$, i.e., ...