Optimization.jl
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Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable inte...
The options for solving constrained problems are currently rather limited. It'd be nice if any constraints $l \leq c(x) \leq u$ present could be automatically transformed to indicator functions and...
When solving multiple related optimization problems, the overhead of calling `solve` may be important. Here, I'm benchmarking how much overhead is associated with calling `solve` by predefining the problem and...
If one tries to solve the same problem twice using the same `solver = Ipopt.Optimizer()`, a cryptical error appears ```julia using Optimization, OptimizationMOI, Ipopt rosenbrock(u,p) = (p[1] - u[1])^2 +...
``` pkg > add Optimization Optimization OptimizationFlux OptimizationNLopt OptimizationProblems OptimizationAlgorithms OptimizationGCMAES OptimizationNOMAD OptimizationSpeedMapping OptimizationBBO OptimizationMOI OptimizationOptimJL OptimizationCMAEvolutionStrategy OptimizationMetaheuristics OptimizationOptimisers OptimizationEvolutionary OptimizationMultistartOptimization OptimizationPolyalgorithms ``` Should NonConvex not be in here?
Looks like there's something fishy in `nlopt_set_xtol_abs` ```julia using Optimization, Symbolics, OptimizationNLopt, SparseArrays using OptimizationNLopt.NLopt N = 10 x0 = randn(N) x = Symbolics.variables(:x, 1:N) p = Symbolics.variable(:p) cost =...
For solvers that want the hessian of the Lagrangian (like Ipopt and IPNewton etc.) $\dfrac{d^2}{dx^2} f(x) + \lambda^T c(x)$ we currently need to supply a function for the hessian of...
Added checking if OptimizationFunction is used for derivative based optimizers #711
**Describe the bug 🐞** Even though it seems to not have documentation [here](https://docs.sciml.ai/Optimization/stable/API/optimization_function/#Automatic-Differentiation-Construction-Choice-Recommendations), `Optimization.AutoPolyesterForwardDiff()` seems to exist, and I would like to use it as I see a 10x speedup...
Aimed at moving the already substantial work done in #437 forward ## Checklist - [ ] Appropriate tests were added - [ ] Any code changes were done in a...
**Describe the bug 🐞** When optimizing with `NelderMead()` things work completely fine unless I use `lb` and `ub` keywords. When I try to enforce bounds (between zero and one for...