# Optimization (Mathematical)

**URL:** https://discourse.julialang.org/c/domain/opt/13.md?page=123

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**Page:** 124

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## [Multiobjective optimization with vOptGeneric](https://discourse.julialang.org/t/multiobjective-optimization-with-voptgeneric/6878)

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**Author:** [@UserMorocco](https://discourse.julialang.org/u/UserMorocco)\
**Replies:** 2\
**Last updated:** [November 21, 2017, 4:29pm UTC](https://discourse.julialang.org/t/multiobjective-optimization-with-voptgeneric/6878 "2017-11-21T16:29:14Z")

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Hello, How to use vOptGeneric for three objectives ? Thanks

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## [Pinning a particular version of JuMP](https://discourse.julialang.org/t/pinning-a-particular-version-of-jump/7199)

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**Author:** [@s\_bhattacharjee](https://discourse.julialang.org/u/s_bhattacharjee)\
**Replies:** 2\
**Last updated:** [November 20, 2017, 7:58pm UTC](https://discourse.julialang.org/t/pinning-a-particular-version-of-jump/7199 "2017-11-20T19:58:28Z")

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Hello, I am trying to pin JuMP v-0.9.0 to run a particular code. However, it is giving me following errors: Julia is fixed at 0.6.1 conflicting with requirement for JuMP JuMP is fixed at 0.9.0 conflicting with top-lev…

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## [Change objective coefficient iteratively for SOCP with quadratic objective](https://discourse.julialang.org/t/change-objective-coefficient-iteratively-for-socp-with-quadratic-objective/7090)

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**Author:** [@Ksun46](https://discourse.julialang.org/u/Ksun46)\
**Replies:** 0\
**Last updated:** [November 15, 2017, 7:57pm UTC](https://discourse.julialang.org/t/change-objective-coefficient-iteratively-for-socp-with-quadratic-objective/7090 "2017-11-15T19:57:59Z")

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Hi all, I am trying to write a program that will need to iteratively solve some problem with linear and second-order cone constraints and (minimize) quadratic objective function. To be more specific, at each iteration t…

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## [Constraint involving numerical integration](https://discourse.julialang.org/t/constraint-involving-numerical-integration/7043)

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**Author:** [@MaximilianJHuber](https://discourse.julialang.org/u/MaximilianJHuber)\
**Replies:** 3\
**Last updated:** [November 14, 2017, 3:47pm UTC](https://discourse.julialang.org/t/constraint-involving-numerical-integration/7043 "2017-11-14T15:47:39Z")

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Hi! I try to write up a minimization problem with 5+131 variables, a quadratic objective involving the last 131 variables and 131 constraints that involve a numerical integration using Gauss-Hermite nodes. The variables…

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## [JuMP sum variables with arbitrary set of indices](https://discourse.julialang.org/t/jump-sum-variables-with-arbitrary-set-of-indices/7024)

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**Author:** [@Rafal\_Machalica](https://discourse.julialang.org/u/Rafal_Machalica)\
**Replies:** 3\
**Last updated:** [November 12, 2017, 12:55pm UTC](https://discourse.julialang.org/t/jump-sum-variables-with-arbitrary-set-of-indices/7024 "2017-11-12T12:55:54Z")

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Hello, I’m trying to write a constraint with sum of variables with irregular indexes pattern. With regular indices it works fine: using JuMP m = Model() @variable(m, x\[1:100, 1:100\]) @constraint(m, sum(x\[i, j\] for i =…

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## [Variable and Equation scaling in JuMP](https://discourse.julialang.org/t/variable-and-equation-scaling-in-jump/5700)

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**Author:** [@Sharabh\_Shukla](https://discourse.julialang.org/u/Sharabh_Shukla)\
**Replies:** 3\
**Last updated:** [November 11, 2017, 2:45am UTC](https://discourse.julialang.org/t/variable-and-equation-scaling-in-jump/5700 "2017-11-11T02:45:25Z")

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HI everybody, I am writing a SOCP(Second Order Conic Program) in Julia, moving from GAMS. I was wondering how to get variable scaling in JuMP, I need it since in my model some of the variables and equations are badly sc…

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## [JuMP --\> Cbc infeasibility due to too many (valid) constraints?](https://discourse.julialang.org/t/jump-cbc-infeasibility-due-to-too-many-valid-constraints/6895)

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**Author:** [@Rafal\_Machalica](https://discourse.julialang.org/u/Rafal_Machalica)\
**Replies:** 6\
**Last updated:** [November 8, 2017, 7:36pm UTC](https://discourse.julialang.org/t/jump-cbc-infeasibility-due-to-too-many-valid-constraints/6895 "2017-11-08T19:36:46Z")

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Hello, I’m solving a numeric crosswords (something like this), and I run into an odd issue. I’m using integer programming and Cbc solver. If I type in all the constraints resulting from the given clues (sums of digits …

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## [Linking installed BONMIN with Julia](https://discourse.julialang.org/t/linking-installed-bonmin-with-julia/6951)

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**Author:** [@Rahul\_Sharma](https://discourse.julialang.org/u/Rahul_Sharma)\
**Replies:** 0\
**Last updated:** [November 8, 2017, 6:16am UTC](https://discourse.julialang.org/t/linking-installed-bonmin-with-julia/6951 "2017-11-08T06:16:47Z")

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I have installed BONMIN in my Ubuntu system and I want to link it with JuMP. (I have JuliaPro installed) Is there a way to do that? I don’t want to run the command Pkg.add(“CoinOptServices”) due to some reasons. Thanks …

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## [Simplex tableau](https://discourse.julialang.org/t/simplex-tableau/6652)

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**Author:** [@razieh95](https://discourse.julialang.org/u/razieh95)\
**Replies:** 1\
**Last updated:** [November 7, 2017, 8:56pm UTC](https://discourse.julialang.org/t/simplex-tableau/6652 "2017-11-07T20:56:11Z")

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Hi my freinds. how to get simplex table in julia? Thanks for your guidance

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## [How to register functions from an array in JuMP?](https://discourse.julialang.org/t/how-to-register-functions-from-an-array-in-jump/6884)

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**Author:** [@e3c6](https://discourse.julialang.org/u/e3c6)\
**Replies:** 3\
**Last updated:** [November 5, 2017, 8:28pm UTC](https://discourse.julialang.org/t/how-to-register-functions-from-an-array-in-jump/6884 "2017-11-05T20:28:22Z")

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The signature to register a function in JuMP is as follows JuMP.register(m::Model, s::Symbol, dimension::Integer, f::Function, ∇f::Function, ∇²f::Function) I have an array of unnamed functions, like: funs = \[x -\> x^2,…

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## [Using optim.jl ( optimization ) - like fminsearch in matlab](https://discourse.julialang.org/t/using-optim-jl-optimization-like-fminsearch-in-matlab/6709)

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**Author:** [@leaoshark](https://discourse.julialang.org/u/leaoshark)\
**Replies:** 48\
**Last updated:** [November 2, 2017, 8:48pm UTC](https://discourse.julialang.org/t/using-optim-jl-optimization-like-fminsearch-in-matlab/6709 "2017-11-02T20:48:24Z")

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Hello … it is possible to use optim to solve this ? R = \[0.5 1 2 3\] # so for each R I have one S S = \[1 2 3 4 \] SS(R) = quadgk(a-\> R\*(a^2) \* x\[1\] + R\*\*a\* x\[2\] ,0,Inf) for which x\[1\] and x\[2\] i have SS = S ???…

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## [Setting dual initial point for warm start](https://discourse.julialang.org/t/setting-dual-initial-point-for-warm-start/6828)

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**Author:** [@Wikunia](https://discourse.julialang.org/u/Wikunia)\
**Replies:** 2\
**Last updated:** [November 1, 2017, 9:48pm UTC](https://discourse.julialang.org/t/setting-dual-initial-point-for-warm-start/6828 "2017-11-01T21:48:34Z")

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Is there a way to set a dual initial point for warm starting? I would like to use it in branch and bound using Ipopt (or any other nlp solver) in the backend for relaxation. Only warm starting on the primal point by set…

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## [Use Sign function in JuMP](https://discourse.julialang.org/t/use-sign-function-in-jump/6764)

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**Author:** [@Qifeng](https://discourse.julialang.org/u/Qifeng)\
**Replies:** 2\
**Last updated:** [October 31, 2017, 8:22pm UTC](https://discourse.julialang.org/t/use-sign-function-in-jump/6764 "2017-10-31T20:22:15Z")

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Dear all, I’m solving a MINLP problem in JuMP which contains a nonlinear constraint like this: y = x^2\*sign(x) #both x and y are continuous. Previously, I used Couenne through AmplNLWriter interface and got an error…

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## [How to get @NLparameter in a model?](https://discourse.julialang.org/t/how-to-get-nlparameter-in-a-model/6750)

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**Author:** [@CanLi1](https://discourse.julialang.org/u/CanLi1)\
**Replies:** 3\
**Last updated:** [October 30, 2017, 2:38am UTC](https://discourse.julialang.org/t/how-to-get-nlparameter-in-a-model/6750 "2017-10-30T02:38:54Z")

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For variables and constraints, we can use the function getindex(m, :x) to get the variable or constraints. But for @NLparameter defined in a model, getindex doesn’t work for me. Does anyone know how to get the NLparamet…

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## [Callback function for Fminbox](https://discourse.julialang.org/t/callback-function-for-fminbox/6743)

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**Author:** [@depasquale](https://discourse.julialang.org/u/depasquale)\
**Replies:** 0\
**Last updated:** [October 28, 2017, 3:47pm UTC](https://discourse.julialang.org/t/callback-function-for-fminbox/6743 "2017-10-28T15:47:20Z")

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I am trying to perform a constrained optimization using fminbox in the optim.jl package and would like to execute a callback function within the inner loop AND the outer loop to terminate the optimization if too much tim…

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## [NLopt simplex methods in log scale](https://discourse.julialang.org/t/nlopt-simplex-methods-in-log-scale/6452)

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**Author:** [@ivborissov](https://discourse.julialang.org/u/ivborissov)\
**Replies:** 5\
**Last updated:** [October 27, 2017, 8:24pm UTC](https://discourse.julialang.org/t/nlopt-simplex-methods-in-log-scale/6452 "2017-10-27T20:24:31Z")

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Hi, It is often useful to move to log scale while searching for parameters in a wide range (1e-9, 1e9). In my case I am estimating parameters of ODE system in a range (1e-9, 1e9) using derivative-free optimization algor…

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## [\[JuMP\] Build an empty constraint with arbitrary size](https://discourse.julialang.org/t/jump-build-an-empty-constraint-with-arbitrary-size/6725)

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**Author:** [@brynpickering](https://discourse.julialang.org/u/brynpickering)\
**Replies:** 0\
**Last updated:** [October 27, 2017, 5:15pm UTC](https://discourse.julialang.org/t/jump-build-an-empty-constraint-with-arbitrary-size/6725 "2017-10-27T17:15:56Z")

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I’m trying to build named constraints over arbitrary dimensions using @constraintref e.g. function build\_empty\_constraint(constraint\_dimensions) # e.g. constraint\_dimensions = \[1:2, 3:4\] @constraintref some\_con…

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## [Bilinear Matrix Inequalities (BMIs)](https://discourse.julialang.org/t/bilinear-matrix-inequalities-bmis/6717)

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**Author:** [@blegat](https://discourse.julialang.org/u/blegat)\
**Replies:** 1\
**Last updated:** [October 27, 2017, 4:26pm UTC](https://discourse.julialang.org/t/bilinear-matrix-inequalities-bmis/6717 "2017-10-27T16:26:19Z")

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With the new design of the interface used in JuliaOpt, it is now possible to formulate BMIs in JuMP. There exists several BMI solver in Matlab (e.g. BMIsolver) but I am not aware of any existing in Julia. I am currently …

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## [Building a solver (Getting variable types)](https://discourse.julialang.org/t/building-a-solver-getting-variable-types/6587)

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**Author:** [@Wikunia](https://discourse.julialang.org/u/Wikunia)\
**Replies:** 7\
**Last updated:** [October 21, 2017, 12:18am UTC](https://discourse.julialang.org/t/building-a-solver-getting-variable-types/6587 "2017-10-21T00:18:40Z")

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I’m currently reading the documentation of MathProgBase from top to bottom and back again and having a look on some implementations of solvers. As far as I understood it: JuMP divides a problem into different categorie…

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## [Converting Expr into constr](https://discourse.julialang.org/t/converting-expr-into-constr/6589)

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**Author:** [@Wikunia](https://discourse.julialang.org/u/Wikunia)\
**Replies:** 1\
**Last updated:** [October 20, 2017, 11:25pm UTC](https://discourse.julialang.org/t/converting-expr-into-constr/6589 "2017-10-20T23:25:26Z")

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I would like to do something simple as that constr\_expr = MathProgBase.constr\_expr(m.d,i) JuMP.addconstraint(m.model, constr\_expr) Looks like this: JuMP.addNLconstraint(m, :($(x\[1\])\*$(x\[2\])\*$(x\[3\])\*$(x\[4\]) \>= 25)) wo…

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## [Any possible reason a NLP model solving in GAMS and C++, doesn't in JuMP?](https://discourse.julialang.org/t/any-possible-reason-a-nlp-model-solving-in-gams-and-c-doesnt-in-jump/6410)

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**Author:** [@sylvaticus](https://discourse.julialang.org/u/sylvaticus)\
**Replies:** 5\
**Last updated:** [October 20, 2017, 8:45am UTC](https://discourse.julialang.org/t/any-possible-reason-a-nlp-model-solving-in-gams-and-c-doesnt-in-jump/6410 "2017-10-20T08:45:36Z")

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Hello, we have a rather complex non linear model (~5000 var, 1300 constraints) that solves in ~100 iterations in both GAMS (Conopt or IPOPT) and C++ (IPOPT/ADOL-C/Colpack stack) We are now converting it in JuMP, but, on…

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## [Cplex parameters for Benders Algorithm could not be reconized in JuMP](https://discourse.julialang.org/t/cplex-parameters-for-benders-algorithm-could-not-be-reconized-in-jump/6487)

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**Author:** [@Wei\_Wang](https://discourse.julialang.org/u/Wei_Wang)\
**Replies:** 8\
**Last updated:** [October 18, 2017, 11:51pm UTC](https://discourse.julialang.org/t/cplex-parameters-for-benders-algorithm-could-not-be-reconized-in-jump/6487 "2017-10-18T23:51:58Z")

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Hi, I am tryting to use the build in Benders Decomposition in Cplex to solve problems, but the parameter key words couldn’t be reconized. It seems JuMP can only reconize key words in their old names (the version before …

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## [Updating data in JuMP constraints iteratively?](https://discourse.julialang.org/t/updating-data-in-jump-constraints-iteratively/5467)

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**Author:** [@juliohm](https://discourse.julialang.org/u/juliohm)\
**Replies:** 8\
**Last updated:** [October 18, 2017, 10:35pm UTC](https://discourse.julialang.org/t/updating-data-in-jump-constraints-iteratively/5467 "2017-10-18T22:35:44Z")

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Suppose I have a data matrix A that is used in one of the constraints: using JuMP nx, ny = 150, 100 A = rand(nx, ny) m = Model() @variable(m, X\[1:nx,1:ny\]) @constraint(m, \[i=1:nx,j=1:ny\], X\[i,j\]-A\[i,j\] ≤ tol) # mor…

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## [Time limit with GLPK](https://discourse.julialang.org/t/time-limit-with-glpk/6263)

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**Author:** [@XavierG](https://discourse.julialang.org/u/XavierG)\
**Replies:** 3\
**Last updated:** [October 17, 2017, 1:04pm UTC](https://discourse.julialang.org/t/time-limit-with-glpk/6263 "2017-10-17T13:04:06Z")

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Hi all, GLPK proposes an option to stop the (MIP) solver after an elapsed time: TmLim (TmLim=value). Probably I am invoking the option in a wrong manner because it is not recognized (WARNING: Ignored option: TmLim). Som…

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## [Exploiting structure in KKT system using JuMP](https://discourse.julialang.org/t/exploiting-structure-in-kkt-system-using-jump/6456)

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**Author:** [@juliohm](https://discourse.julialang.org/u/juliohm)\
**Replies:** 6\
**Last updated:** [October 16, 2017, 6:30pm UTC](https://discourse.julialang.org/t/exploiting-structure-in-kkt-system-using-jump/6456 "2017-10-16T18:30:16Z")

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Suppose I have a LP in which objective and constraints only involve neighboring variables. That is, I have a matrix variable X and each of my expressions only involve the variables X\[i,j\], X\[i-1,j\], X\[i+1,j\], X\[i,j-1\], X…

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## [Jump heuristic isn't working (says infeasible)](https://discourse.julialang.org/t/jump-heuristic-isnt-working-says-infeasible/6428)

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**Author:** [@Wikunia](https://discourse.julialang.org/u/Wikunia)\
**Replies:** 0\
**Last updated:** [October 13, 2017, 7:33pm UTC](https://discourse.julialang.org/t/jump-heuristic-isnt-working-says-infeasible/6428 "2017-10-13T19:33:42Z")

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I have the following facility location model: m = Model(solver=GLPKSolverMIP()) @variable(m, sf\[1:N\], Bin) @variable(m, cf\[c=1:M,f=1:N\], Bin) @objective(m, Min, dot(f\_s,sf)+sum(cf\[c=j,f=i\]\*euclidean(c\_pos\[j\],f\_pos\[i\]) f…

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## [Momentum methods in Optim - do you use them?](https://discourse.julialang.org/t/momentum-methods-in-optim-do-you-use-them/6416)

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**Author:** [@pkofod](https://discourse.julialang.org/u/pkofod)\
**Replies:** 11\
**Last updated:** [October 13, 2017, 3:56pm UTC](https://discourse.julialang.org/t/momentum-methods-in-optim-do-you-use-them/6416 "2017-10-13T15:56:36Z")

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As the title suggests, I’m currently wondering if Accelerated Gradient Descent and Momentum Gradient Descent should be (re)moved from Optim. “Momentum methods” certainly have their use, and machine learning seems to hav…

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## [Problem with adding a column](https://discourse.julialang.org/t/problem-with-adding-a-column/4243)

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**Author:** [@mposs](https://discourse.julialang.org/u/mposs)\
**Replies:** 4\
**Last updated:** [October 12, 2017, 7:08pm UTC](https://discourse.julialang.org/t/problem-with-adding-a-column/4243 "2017-10-12T19:08:14Z")

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I’m trying to add an anonymous variable to two constraints but I get an error. using JuMP m = Model() @constraint(m, con1, 0 \<= 1) @constraint(m, con2, 0 \<= 1) constrrefs = Vector{ConstraintRef}(0) push!(constrrefs,con1…

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## [One stop shop for benchmark optimization problems?](https://discourse.julialang.org/t/one-stop-shop-for-benchmark-optimization-problems/6257)

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**Author:** [@mohamed82008](https://discourse.julialang.org/u/mohamed82008)\
**Replies:** 9\
**Last updated:** [October 6, 2017, 11:40pm UTC](https://discourse.julialang.org/t/one-stop-shop-for-benchmark-optimization-problems/6257 "2017-10-06T23:40:41Z")

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Wouldn’t it be nice to have a single package in Julia hosting benchmark optimization problems for different classes of optimization to make it easier for solver developers to test their solvers and benchmark them? The pr…

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## [Parameters optimization profiles](https://discourse.julialang.org/t/parameters-optimization-profiles/6141)

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**Author:** [@ivborissov](https://discourse.julialang.org/u/ivborissov)\
**Replies:** 3\
**Last updated:** [October 6, 2017, 10:53am UTC](https://discourse.julialang.org/t/parameters-optimization-profiles/6141 "2017-10-06T10:53:27Z")

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Hi, has anyone solved the following optimization problem: I am estimating ODE parameters (using NLopt) like param1,param2,param3 and I want to create “profiles” of each parameter. It means estimate param2 and param3 for …

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