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Questions tagged [nonlinear-programming]

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

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16 votes
1 answer

How to formulate (linearize) a maximum function in a constraint?

How to formulate (linearize) a maximum function in a constraint? Suppose $C = \max \{c_1, c_2\}$, where both $c_1$ and $c_2$ are variables. If the objective function is minimizing $C$, then it can be ...
Mostafa's user avatar
  • 2,104
15 votes
5 answers

How to linearize the product of two continuous variables?

Suppose we have two variables $x, y \in \mathbb R$. How can we linearize the product $xy$? If this cannot be done exactly, is there a way to get an approximate result?
Michiel uit het Broek's user avatar
51 votes
8 answers

Optimization Problem Libraries

Can someone please make a list of optimization problem libraries so that the community can add to and refine it? I know a few off the top of my head.
Mark L. Stone's user avatar
22 votes
4 answers

Linearize or approximate a square root constraint

I encounter a nonlinear constraint that contains the square root of a sum of integer variables. Of course one could use nonlinear solvers and techniques; but I like linear programming. Are there any ...
Albert Schrotenboer's user avatar
18 votes
8 answers

Are metaheuristics ever practical for continuous optimization?

All of the applications of metaheuristics that I can think of are for discrete optimization (usually combinatorial optimization) problems. Are metaheuristics ever practical tools for continuous ...
LarrySnyder610's user avatar
14 votes
4 answers

CPLEX non-convex Quadratic Programming algorithms

CPLEX solves non-convex quadratic problems to global optimality with a global optimality option (in version 12). The relevant pages are this and this. I benchmarked many solvers, and see that CPLEX ...
independentvariable's user avatar
5 votes
1 answer

how to implement an optimization function with polynomial in Gurobi (Java)

I have the following problem: I have an objective function with the optimization variable $x$, which looks simplified like this: $ZF = (a+b)*(x+1)$ Here $a$ is simply a constant value. However, behind ...
Handballer73's user avatar
32 votes
5 answers

Cubic programming and beyond?

It is almost inevitable in Operations Research to come across linear or quadratic programming problems. The overall structures of these problems are below: \begin{align}\begin{array}{ll} \sf{Linear}\\ ...
TheSimpliFire's user avatar
  • 5,432
19 votes
4 answers

NLP solvers in pyomo other than ipopt?

I am solving a highly constrained (large number of constraints and large number of variables, but small degree of freedom) NLP problem, and for start, I was using Matlab's ...
Stanny_boy's user avatar
13 votes
1 answer

Linearization of the product of two real valued variables - Binary expansion approach

I want to minimize the following objective function: \begin{align}\min &\quad x\cdot y\\\text{s.t.}&\quad2 \le x \le 5\\&\quad5 \le y \le 10.\end{align} Since the objective function is ...
S_Scouse's user avatar
  • 803
12 votes
2 answers

Dedicated solver for convex problems

Are you aware of a fast solver (open source or commercial) for convex NLPs that is faster than IPOPT? I'm interested in problems in the 50K+ variable range, both dense and sparse. Ideally, it would be ...
Nikos Kazazakis's user avatar
12 votes
2 answers

Expressing an implication as ILP where each implication term comprises a chain of boolean ORs

Consider an implication of the form $A \implies B$ where both $A, B$ comprises a chain of Boolean OR variables. For example, $(a_1 \lor a_2 \lor a_3) \implies (b_1 \lor b_2 \lor b_3)$. How can this ...
ephemeral's user avatar
  • 917
9 votes
2 answers

How can I transform this MILP into an LP problem?

I have a MILP problem with one of the constraints is given below. Sometimes, even for a small-sized problem, the solver takes a very long time to find a solution. What could be an efficient ...
KGM's user avatar
  • 2,377
8 votes
1 answer

Can Gurobi or CPLEX handle nonlinearly constrained problems?

Though my title is quite general (please feel free to edit), indeed, I wonder if the following models can be solved in Gurobi or CPLEX. Model 2 is just an alternative one to Model 1. Although we ...
tcokyasar's user avatar
  • 1,249
6 votes
3 answers

How do we formulate a problem where the decision variable has an index that is also a decision variable?

I want to maximize the sum of a nonlinear function $f(.)$ w.r.t. $x$ that is convex in $x$: $$\max \sum_{i=1}^N f(x_i), $$where $x_i$ is a continuous variable and $0 \le x_i < 1$ for $i = 1, 2, \...
Steven01123581321's user avatar
5 votes
1 answer

How to handle a non-separable bilinear objective function in the special case of decoupled constraints?

I have a large number of (10000+) non-negative, real decision variables $x_i$ and $y_j$. Let $I$ and $J$ be the index sets associated with $x$ and $y$, respectively. Let $\bar{I}$ and $\bar{J}$ be non-...
Displayed_Name's user avatar
4 votes
0 answers

How can I formulate this multi-objective optimization problem?

Now, for each system $X$ $(X=A,B,C,E)$, my objective is $$\max\min\frac{s_{x_u}}{d_{x_u}}$$ here, $x=a$ for system A, $x=b$ for system B and follows... and for the whole system, my objective is $$\max\...
KGM's user avatar
  • 2,377
4 votes
1 answer

Free solver for MINP problems

I have a mixed-integer nonlinear programming (MINP) problem. Is there a free solver for such a problem?
DSPinfinity's user avatar
4 votes
1 answer

Dealing with a non-convex problem

I have the following objective function. The variables: $h_p$, $e_{trs}\left(h_p\right), w_{trs}\left(h_p\right)$ are all non-negative continuous. $T,R,S,\pi_{trs}$ are polynomially-sized sets. All ...
tcokyasar's user avatar
  • 1,249
4 votes
0 answers

Linearize a highly non-linear objective function

[EDIT] : The formula below is updated to remove the radical, 0.5 in the term $(I_{i,v} \cdot \Delta t)$ and constant temperature $T$ replces temperature as function of current. [EDIT] :The values of ...
Jose_Peeterson's user avatar
3 votes
1 answer

Modelling a decision variable as an index of a (fixed) set

I'm trying to model the following MINLP problem in Pyomo. We are trying to minimize a nonlinear objective function $f$ in $x_i \in \lbrace{0, 1, 2\rbrace}$ for $i= 1, 2, \dots, N$ and subject to a ...
Steven01123581321's user avatar