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How to maximise black-box function defined on a subset of integers, with access to its derivative?

Let me start with a bit of terminology: we will say $x^{(1)}$ dominates $x^{(2)}$ if $x^{(1)}_i \ge x^{(2)}_i$ for all $i$ and $x^{(1)}_i \gt x^{(2)}_i$ for some value of $i.$ Since $f()$ is ...
prubin's user avatar
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2 votes

How to maximise black-box function defined on a subset of integers, with access to its derivative?

For the modelling question, I would say that if there is really more difference between $x_i = 1$ and $x_i = 20$ than between $x_i = 19$ and $x_i = 20$, then using integers might be more relevant. On ...
fontanf's user avatar
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1 vote
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How to describe nonlinear programming in gurobipy?

You can apply gurobipy, you just need to approach it differently. How would you code this up for a 100x100 matrix? The current approach using a hardcoded formula is impractical. Instead use the ...
Riley's user avatar
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How to describe nonlinear programming in gurobipy?

My final plan is using MATLAB, YALMIP The plan really does work. The optimization task is: A square matrix $A\in \mathbb{R^{5\times 5}}$ satisfies the condition: the elements of the first row all ...
138 Aspen's user avatar
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Apply Benders decomposition approach in CPLEX with python while using docplex class

CPLEX ships with sample source code in multiple languages. If you go to /cplex/examples/src/python, you four examples doing Benders decomposition: benders.py; bendersatsp.py; bendersatsp2.py; and ...
prubin's user avatar
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PuLP is ignoring constraints, and setting everything to 0 for minimization problem

I don't think you should have binary constraints here at all. Infer "use" by a treatment-specific rate being non-zero. One obvious quirk is that, with no other constraints on available ...
Reinderien's user avatar

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