Questions tagged [yalmip]
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6
questions
3
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How do I pass an objective bound to Gurobi?
I have a non-convex Quadratic Programming over unite simplex set. I have a valid lower bound on the objective function (goal is minimization problem).
If I add a constraint like
$$f(x)\geq lower~bound,...
2
votes
0
answers
108
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Does YALMIP allow a user-defined function for the objective function and constraints?
I have a robust optimization problem where the decision variable is a matrix, and the uncertain parameter is a vector. My matrix is L, and the uncertain parameter ...
- 129
0
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2
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290
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How to normalize the objective functions of multi-objective optimization for a MPC?
I have a MPC with two objective functions, one that minimises fuel consumption and one that minimises the travel time of a vessel. I want to combine these two objectives into one weighted objective, ...
2
votes
1
answer
233
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Benders decompositions: Number of iterations does not remain the same
I am solving an LP (i.e 118-bus system economic dispatch for 130% loading) using Benders decomposition. The problem takes 26 iterations to converge. This means that the process adds 25 cuts to the ...
- 61
6
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0
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132
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Cases where RLT/SDP relaxation does not work well with standard quadratic optimization
(For people who don't know what RLT is): I am maximizing an indefinite quadratic function over a standard simplex, i.e., the standard quadratic optimization problem. A well-known approach is to relax ...
- 3,980
4
votes
1
answer
94
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Maximizing 1-norm: using binary variables to relax non-convexity
It is well-known that when we maximize a 1-norm, e.g., $\|Ax\|_1$, we can use binary variables and obtain a mixed-integer convex problem (otherwise maximizing 1-norm is non-convex). I am mentioning ...
- 3,980