# Questions tagged [nonlinear-programming]

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

71 questions
Filter by
Sorted by
Tagged with
188 views

1k views

### 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 ...
951 views

### 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 ...
294 views

### When is the original BFGS algorithm still better than the Limited-Memory version?

I have been going through Andrew NG's original data science course on Coursera. I learned the BFGS algorithm at some point in my OR education, but not the Limited Memory version that Andrew NG focuses ...
661 views

### 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 ...
219 views

### McCormick envelopes and nonlinear constraints

I have a problem with a nonlinear constraint. The non-linearity stems from a term of the form $xb$, where $x \in \mathbb{R}^+$, $x < M$ and $b \in \{0, 1\}$. I am able to remove this non-linearity ...
1k views

### 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.
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?