# Optimization (Mathematical)

**URL:** https://discourse.julialang.org/c/domain/opt/13.md?page=10

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**Page:** 11

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## [Optimization Modeling & Deployment sessions at INFORMS Annual 2025](https://discourse.julialang.org/t/optimization-modeling-deployment-sessions-at-informs-annual-2025/128252)

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**Author:** [@4er](https://discourse.julialang.org/u/4er)\
**Replies:** 0\
**Last updated:** [April 20, 2025, 3:54pm UTC](https://discourse.julialang.org/t/optimization-modeling-deployment-sessions-at-informs-annual-2025/128252 "2025-04-20T15:54:15Z")

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We (Susanne Heipcke, Bob Fourer) are organizing sessions in the area of “Optimization Modeling & Deployment Software” at the 2025 INFORMS Annual Meeting, to be held October 26-29, 2025 in Atlanta, Georgia. Talks on new …

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## [Some questions about an MOI wrapper](https://discourse.julialang.org/t/some-questions-about-an-moi-wrapper/128175)

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**Author:** [@Lester](https://discourse.julialang.org/u/Lester)\
**Replies:** 8\
**Last updated:** [April 20, 2025, 2:07pm UTC](https://discourse.julialang.org/t/some-questions-about-an-moi-wrapper/128175 "2025-04-20T14:07:50Z")

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Hi everyone. I’m currently working on an SQP solver and now trying to use that to solve optimal control problem. The optimal control problems are trancripted to NLPs in the framework of JuMP, which means if I want to use…

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## [Issue with Interior point method for HiGHS](https://discourse.julialang.org/t/issue-with-interior-point-method-for-highs/88814)

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**Author:** [@adow031](https://discourse.julialang.org/u/adow031)\
**Replies:** 3\
**Last updated:** [April 16, 2025, 3:08am UTC](https://discourse.julialang.org/t/issue-with-interior-point-method-for-highs/88814 "2025-04-16T03:08:32Z")

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I’m using JuMP, and have just started testing out the HiGHS optimizer, and I’ve encounted a strange issue with the interior point method. For a small model, the HiGHS optimizer toggles between returning the optimal solu…

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## [Meta optimization with Julia](https://discourse.julialang.org/t/meta-optimization-with-julia/128065)

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**Author:** [@ufechner7](https://discourse.julialang.org/u/ufechner7)\
**Replies:** 6\
**Last updated:** [April 16, 2025, 3:05am UTC](https://discourse.julialang.org/t/meta-optimization-with-julia/128065 "2025-04-16T03:05:43Z")

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A student of me wants to build a meta-optimization tool for wind energy systems. It shall integrate a number (4 or 5) other design tools. I suggested him to use JuMP.jl Are there any other tools or packages I could sugg…

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## [When adding a SumOfSquares constraint, is it possible to get the JuMP variable corresponding to the Gram matrix?](https://discourse.julialang.org/t/when-adding-a-sumofsquares-constraint-is-it-possible-to-get-the-jump-variable-corresponding-to-the-gram-matrix/127966)

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**Author:** [@aaspeel](https://discourse.julialang.org/u/aaspeel)\
**Replies:** 2\
**Last updated:** [April 15, 2025, 12:28pm UTC](https://discourse.julialang.org/t/when-adding-a-sumofsquares-constraint-is-it-possible-to-get-the-jump-variable-corresponding-to-the-gram-matrix/127966 "2025-04-15T12:28:54Z")

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Hello! I have an optimization model with an SOS constraint and I would like to add extra constraints on the corresponding Gram matrix. Unfortunately, I could not find a way to obtain the JuMP variable corresponding to t…

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## [Gurobi's tolerance on convexity in QCP is about \`1e-13\`](https://discourse.julialang.org/t/gurobis-tolerance-on-convexity-in-qcp-is-about-1e-13/127297)

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**Author:** [@WalterMadelim](https://discourse.julialang.org/u/WalterMadelim)\
**Replies:** 10\
**Last updated:** [April 15, 2025, 6:18am UTC](https://discourse.julialang.org/t/gurobis-tolerance-on-convexity-in-qcp-is-about-1e-13/127297 "2025-04-15T06:18:40Z")

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Following this topic I do the following test to verify the title using JuMP, Gurobi function test\_convexity(d) # if it ain't Error, the model is deemed convex (by Gurobi) model = Model(Gurobi.Optimizer) @vari…

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## [Cart-pole trajectory optimization with ModelingToolkit, Multibody and JuliaSimCompiler model, how to improve performance? Constraints jacobian sparsity pattern issue?](https://discourse.julialang.org/t/cart-pole-trajectory-optimization-with-modelingtoolkit-multibody-and-juliasimcompiler-model-how-to-improve-performance-constraints-jacobian-sparsity-pattern-issue/127856)

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**Author:** [@Odie](https://discourse.julialang.org/u/Odie)\
**Replies:** 7\
**Last updated:** [April 14, 2025, 2:15pm UTC](https://discourse.julialang.org/t/cart-pole-trajectory-optimization-with-modelingtoolkit-multibody-and-juliasimcompiler-model-how-to-improve-performance-constraints-jacobian-sparsity-pattern-issue/127856 "2025-04-14T14:15:30Z")

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Hi! I’m trying to do a trajectory optimization problem with a direct collocation method on my own model. To begin with, I decided to reproduce a documented problem : the cart-pole. I used ModelingToolkit and Multibody …

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## [Sending a logistic function to Gurobi.jl with JuMP](https://discourse.julialang.org/t/sending-a-logistic-function-to-gurobi-jl-with-jump/128027)

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**Author:** [@votroto](https://discourse.julialang.org/u/votroto)\
**Replies:** 2\
**Last updated:** [April 14, 2025, 1:02pm UTC](https://discourse.julialang.org/t/sending-a-logistic-function-to-gurobi-jl-with-jump/128027 "2025-04-14T13:02:42Z")

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JuMP and Gurobi seem to be able to accept nl functions via their new interface. But while I can see that Gurobi claims to accept :logistic as the “head” of a non-linear expression :logistic =\> GRB\_OPCODE\_LOGISTIC, I can’…

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## [Defining constraint over dense and sparse constraint](https://discourse.julialang.org/t/defining-constraint-over-dense-and-sparse-constraint/128030)

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**Author:** [@danrib07](https://discourse.julialang.org/u/danrib07)\
**Replies:** 2\
**Last updated:** [April 13, 2025, 10:42pm UTC](https://discourse.julialang.org/t/defining-constraint-over-dense-and-sparse-constraint/128030 "2025-04-13T22:42:49Z")

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Hi! I have a question regarding the definition of constraints including both dense and sparse variables. In the example below, I am trying to define the constraint x\_{ij} + y\_{ij} \\leq 0 \\quad \\forall \\quad i \\in \\mathca…

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## [Finding the minimum of the Bellman operator inside SDDP iterations](https://discourse.julialang.org/t/finding-the-minimum-of-the-bellman-operator-inside-sddp-iterations/128031)

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**Author:** [@Mathis\_3](https://discourse.julialang.org/u/Mathis_3)\
**Replies:** 5\
**Last updated:** [April 13, 2025, 10:23pm UTC](https://discourse.julialang.org/t/finding-the-minimum-of-the-bellman-operator-inside-sddp-iterations/128031 "2025-04-13T22:23:01Z")

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Hello! I’m currently working on a multistage stochastic optimization problem using SDDP.jl. At each iteration (and each node), I would like to solve the following problem: inf\_{x \\in X} T(V^k)(x) where T is the Bellma…

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## [I added 1 Million constraints to an LP unwittingly](https://discourse.julialang.org/t/i-added-1-million-constraints-to-an-lp-unwittingly/127668)

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**Author:** [@WalterMadelim](https://discourse.julialang.org/u/WalterMadelim)\
**Replies:** 36\
**Last updated:** [April 13, 2025, 8:59pm UTC](https://discourse.julialang.org/t/i-added-1-million-constraints-to-an-lp-unwittingly/127668 "2025-04-13T20:59:22Z")

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This topic is sharing an experience, probably a noob has not seen before (me included). Put it simply, I’m solving a disjointed bilinear programming using RLT, and wasn’t realizing that the number of constraints will be…

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## [JuMP IPOPT plugin can’t find or interface with LAPACK at runtime?](https://discourse.julialang.org/t/jump-ipopt-plugin-can-t-find-or-interface-with-lapack-at-runtime/127809)

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**Author:** [@askvorts](https://discourse.julialang.org/u/askvorts)\
**Replies:** 9\
**Last updated:** [April 13, 2025, 8:55pm UTC](https://discourse.julialang.org/t/jump-ipopt-plugin-can-t-find-or-interface-with-lapack-at-runtime/127809 "2025-04-13T20:55:12Z")

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I am trying to solve a MIQP portfolio optimisation problem using JuMP and SCIP (tried Juniper before but it crashed Julia). There are repeated errors: Error: no BLAS/LAPACK library loaded for dsyev\_() \[nlpi\_ipopt.cpp:26…

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## [Help wanted with a music-related optimisation-ish problem](https://discourse.julialang.org/t/help-wanted-with-a-music-related-optimisation-ish-problem/128004)

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**Author:** [@cjdoris](https://discourse.julialang.org/u/cjdoris)\
**Replies:** 4\
**Last updated:** [April 13, 2025, 3:14pm UTC](https://discourse.julialang.org/t/help-wanted-with-a-music-related-optimisation-ish-problem/128004 "2025-04-13T15:14:27Z")

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In the UK we have a form of social dance called ceilidh dancing, which is super fun. A bit like contra dancing in the USA if you’re familiar with that. Ceilidhs are “called” by a “caller” whose job is to decide which da…

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## [Convergence of SDDP with nonlinear objective and mixed-integer variables](https://discourse.julialang.org/t/convergence-of-sddp-with-nonlinear-objective-and-mixed-integer-variables/127947)

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**Author:** [@Engr\_Moiz\_Ahmad](https://discourse.julialang.org/u/Engr_Moiz_Ahmad)\
**Replies:** 9\
**Last updated:** [April 11, 2025, 7:55am UTC](https://discourse.julialang.org/t/convergence-of-sddp-with-nonlinear-objective-and-mixed-integer-variables/127947 "2025-04-11T07:55:30Z")

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@odow what reference should I cite if I want to claim that due to the simultaneous occurrence of exponential terms in the objective and mixed integer decision space, SDDP can not be used?

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## [Projection onto intersection of L\_0 ball and L\_infty ball via ShiftedProximalOperators](https://discourse.julialang.org/t/projection-onto-intersection-of-l-0-ball-and-l-infty-ball-via-shiftedproximaloperators/127949)

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**Author:** [@jacob-roth](https://discourse.julialang.org/u/jacob-roth)\
**Replies:** 2\
**Last updated:** [April 11, 2025, 2:00am UTC](https://discourse.julialang.org/t/projection-onto-intersection-of-l-0-ball-and-l-infty-ball-via-shiftedproximaloperators/127949 "2025-04-11T02:00:17Z")

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I am trying to follow the paper describing a method to project a point x^0 onto the set C:=\\{x : x\\in kB\_0 \\cap x\\in \\Delta B\_\\infty\\} where kB\_0=\\{x : ||x||\_0\\leq k\\} and \\Delta B\_\\infty=\\{x:||x||\_\\infty\\leq\\Delta\\}. I…

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## [SDDP: how to use Juniper.jl for optimizer](https://discourse.julialang.org/t/sddp-how-to-use-juniper-jl-for-optimizer/82719)

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**Author:** [@chenr86](https://discourse.julialang.org/u/chenr86)\
**Replies:** 7\
**Last updated:** [June 15, 2022, 1:45am UTC](https://discourse.julialang.org/t/sddp-how-to-use-juniper-jl-for-optimizer/82719 "2022-06-15T01:45:21Z")

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Hello, I’m trying to solve MI-NLP problem with SDDP.jl. I would like to use juniper.jl as optimizer: using SDDP using Ipopt using Juniper nl\_solver = optimizer\_with\_attributes(Ipopt.Optimizer, "print\_level"=\>0) minl…

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## [Enzyme with Const() on a vector throws an error](https://discourse.julialang.org/t/enzyme-with-const-on-a-vector-throws-an-error/121927)

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**Author:** [@weltenbummler](https://discourse.julialang.org/u/weltenbummler)\
**Replies:** 20\
**Last updated:** [April 10, 2025, 3:53pm UTC](https://discourse.julialang.org/t/enzyme-with-const-on-a-vector-throws-an-error/121927 "2025-04-10T15:53:55Z")

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Hello all, I would like to autodiff a function where some vector-valued arguments are kept constant. I thought to use Enzyme with the Const() functionality but run into issues when applying Const() to vectors. The fol…

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## [How to represent delay between actions in SDDP?](https://discourse.julialang.org/t/how-to-represent-delay-between-actions-in-sddp/127824)

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**Author:** [@slwu89](https://discourse.julialang.org/u/slwu89)\
**Replies:** 3\
**Last updated:** [April 8, 2025, 8:33pm UTC](https://discourse.julialang.org/t/how-to-represent-delay-between-actions-in-sddp/127824 "2025-04-08T20:33:28Z")

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Hi all. I am interested in building an SDDP.jl model where I want to incorporate some sort of minimum delay between consecutive actions. If I was doing a standard MILP, I would say something like, I have a decision vari…

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## [Get the constraints matrix from a SDP relaxation](https://discourse.julialang.org/t/get-the-constraints-matrix-from-a-sdp-relaxation/127222)

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**Author:** [@gustave\_Robichon](https://discourse.julialang.org/u/gustave_Robichon)\
**Replies:** 6\
**Last updated:** [April 8, 2025, 9:40am UTC](https://discourse.julialang.org/t/get-the-constraints-matrix-from-a-sdp-relaxation/127222 "2025-04-08T09:40:51Z")

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hello everyone :slight\_smile: I am using Julia, and I am programming some SDP. For this, I use JuMP to prepare the problem, then Hypatia to solve it. But, after the constraints are cleaned (by Hypatia), I would like to …

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## [\`JuMP\` macros with \`RuntimeGeneratedFunctions\`](https://discourse.julialang.org/t/jump-macros-with-runtimegeneratedfunctions/127815)

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**Author:** [@sstroemer](https://discourse.julialang.org/u/sstroemer)\
**Replies:** 1\
**Last updated:** [April 7, 2025, 10:36pm UTC](https://discourse.julialang.org/t/jump-macros-with-runtimegeneratedfunctions/127815 "2025-04-07T22:36:01Z")

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The following MWE import JuMP, RuntimeGeneratedFunctions RuntimeGeneratedFunctions.init(@\_\_MODULE\_\_) code = """ model = JuMP.owner\_model(x\[1\]) JuMP.@constraint(model, \[t = 1:10\], x\[t\] \>= 0) """ code\_ex = Meta.parse(…

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## [Adding lazy cuts to an LP using JuMP.@build\_constraint](https://discourse.julialang.org/t/adding-lazy-cuts-to-an-lp-using-jump-build-constraint/127764)

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**Author:** [@WalterMadelim](https://discourse.julialang.org/u/WalterMadelim)\
**Replies:** 3\
**Last updated:** [April 7, 2025, 6:43am UTC](https://discourse.julialang.org/t/adding-lazy-cuts-to-an-lp-using-jump-build-constraint/127764 "2025-04-07T06:43:58Z")

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As the title suggests, I create a structure (the begin-end block) and wrote a procedure (while-end). import JuMP, Gurobi; GRB\_ENV = Gurobi.Env(); COT = 1e-7 # cut-off tolerance model = JuMP.direct\_model(Gurobi.Optimize…

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## [JuMP: print constraint evaluated with start\_values of variables](https://discourse.julialang.org/t/jump-print-constraint-evaluated-with-start-values-of-variables/127752)

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**Author:** [@lamont](https://discourse.julialang.org/u/lamont)\
**Replies:** 3\
**Last updated:** [April 6, 2025, 7:55am UTC](https://discourse.julialang.org/t/jump-print-constraint-evaluated-with-start-values-of-variables/127752 "2025-04-06T07:55:18Z")

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I’ve got a moderately complicated model that I’m trying to display the infeasibility of the start point via code that looks like: @constraint(model, dyn1, 0 == X1 - Ba \* V1 - Xa1 .\* ones(N)) @constraint(model, d…

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## [About JuMP.is\_solved\_and\_feasible](https://discourse.julialang.org/t/about-jump-is-solved-and-feasible/126868)

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**Author:** [@WalterMadelim](https://discourse.julialang.org/u/WalterMadelim)\
**Replies:** 27\
**Last updated:** [April 6, 2025, 1:48am UTC](https://discourse.julialang.org/t/about-jump-is-solved-and-feasible/126868 "2025-04-06T01:48:09Z")

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According to my experience in global optimization, I only encounter these situations so far. # ✅ The foremost indispensable querying functions are \`JuMP.value\` and \`JuMP.objective\_bound\` # Theoretically, \`JuMP.objectiv…

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## [Can I build an expression on dual variables and then query with JuMP.dual?](https://discourse.julialang.org/t/can-i-build-an-expression-on-dual-variables-and-then-query-with-jump-dual/127734)

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**Author:** [@WalterMadelim](https://discourse.julialang.org/u/WalterMadelim)\
**Replies:** 3\
**Last updated:** [April 5, 2025, 8:53pm UTC](https://discourse.julialang.org/t/can-i-build-an-expression-on-dual-variables-and-then-query-with-jump-dual/127734 "2025-04-05T20:53:14Z")

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Consider this simple example import JuMP, Gurobi model = JuMP.Model(Gurobi.Optimizer) JuMP.@variable(model, x\[1:3\]) JuMP.@constraint(model, c1, x .\<= 2) JuMP.@constraint(model, c2, x .\>= -2) JuMP.@objective(model, Min, …

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## [A note on how to identify redundant constraints using JuMP](https://discourse.julialang.org/t/a-note-on-how-to-identify-redundant-constraints-using-jump/127504)

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**Author:** [@WalterMadelim](https://discourse.julialang.org/u/WalterMadelim)\
**Replies:** 8\
**Last updated:** [April 5, 2025, 4:30am UTC](https://discourse.julialang.org/t/a-note-on-how-to-identify-redundant-constraints-using-jump/127504 "2025-04-05T04:30:15Z")

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(In this topic, whenever I write ==, this really means the Julia’s ==) I use this primal LP model to demonstrate CodeBlock1: import JuMP, Gurobi; GRB\_ENV = Gurobi.Env() primal = JuMP.Model(() -\> Gurobi.Optimizer(GRB\_E…

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## [Resolving segfault error when attempting to sequentially add constraints to a JuMP model](https://discourse.julialang.org/t/resolving-segfault-error-when-attempting-to-sequentially-add-constraints-to-a-jump-model/127693)

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**Author:** [@jcclug](https://discourse.julialang.org/u/jcclug)\
**Replies:** 4\
**Last updated:** [April 4, 2025, 11:25pm UTC](https://discourse.julialang.org/t/resolving-segfault-error-when-attempting-to-sequentially-add-constraints-to-a-jump-model/127693 "2025-04-04T23:25:30Z")

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I am attempting to resolve a segfault error, which seems to be stemming from a line of code that tries to add to an empty dictionary new constraints iteratively in a while loop. I am wondering what the best way would be …

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## [Solver agnostic way to control warm starting](https://discourse.julialang.org/t/solver-agnostic-way-to-control-warm-starting/118737)

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**Author:** [@sstroemer](https://discourse.julialang.org/u/sstroemer)\
**Replies:** 5\
**Last updated:** [April 4, 2025, 3:47pm UTC](https://discourse.julialang.org/t/solver-agnostic-way-to-control-warm-starting/118737 "2025-04-04T15:47:55Z")

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Is there a way to control/prevent how a LP solver may use information from a previous solve to warm start? I know, e.g., for Gurobi there is LPWarmStart, but I struggle to prevent that for example when using HiGHS. What…

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## [Locally solved status with Gurobi](https://discourse.julialang.org/t/locally-solved-status-with-gurobi/111539)

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**Author:** [@math\_opt](https://discourse.julialang.org/u/math_opt)\
**Replies:** 3\
**Last updated:** [April 4, 2025, 4:46am UTC](https://discourse.julialang.org/t/locally-solved-status-with-gurobi/111539 "2025-04-04T04:46:51Z")

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I am solving some LPs using Gurobi and the interior point method and without crossover. I notice that it returns the solution to be suboptimal and terminates with status LOCALLY\_SOLVED, which, according to documentation,…

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## [The inappropriateness of applying RLT to solve the DBP in ARO who lacks RCR](https://discourse.julialang.org/t/the-inappropriateness-of-applying-rlt-to-solve-the-dbp-in-aro-who-lacks-rcr/127203)

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**Author:** [@WalterMadelim](https://discourse.julialang.org/u/WalterMadelim)\
**Replies:** 3\
**Last updated:** [April 4, 2025, 12:37am UTC](https://discourse.julialang.org/t/the-inappropriateness-of-applying-rlt-to-solve-the-dbp-in-aro-who-lacks-rcr/127203 "2025-04-04T00:37:54Z")

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Adaptive robust optimization (ARO) is typically NP-hard. It’s known that in the RHS uncertainty setting, the subproblem constitutes a disjointed bilinear programming (DBP). A naive way to solve DBP is employing Gurobi’…

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## [Can we improve JuMP.set\_objective\_coefficient?](https://discourse.julialang.org/t/can-we-improve-jump-set-objective-coefficient/127652)

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**Author:** [@WalterMadelim](https://discourse.julialang.org/u/WalterMadelim)\
**Replies:** 5\
**Last updated:** [April 3, 2025, 1:52am UTC](https://discourse.julialang.org/t/can-we-improve-jump-set-objective-coefficient/127652 "2025-04-03T01:52:16Z")

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I find JuMP.set\_objective\_coefficient somewhat favorable, because it is a functional API, and is flexible. e.g., I can use it to write a (pseudo-) Benders’ decomposition algorithm import JuMP, Gurobi; GRB\_ENV = Gurobi.E…

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