Hello everyone, I want to use Optim.jl to solve a constrained optimization problem. As far as I understand, Optim.jl offers constraints of the form (lower_bound_i <= x_i <= upper_bound_i). However, for my problem I need constraints that include multiple variables, for example: (lower_bound <= x_1 +…

Have a look at this [Youtube video link – Basic Optimization Usage (Julia) - YouTube ] (start time —> 9:44 ). This might help you.

Seems like your link is broken :frowning:

I think you are looking for something more general than Optim.jl, typically JuMP.jl or Convex.jl depending on the kind of problems you face

Constrained Optimization and Constraints with more than one variable

mohamed82008 April 14, 2022, 1:00pm 5

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