Hi, I wonder why JuMP could not solve the following optimization problem with max/min in the constraints. I would really appreciate it if you could show me how to solve this issue. using JuMP, Ipopt model = Model(Ipopt.Optimizer); set_silent(model) @variable(model, ir1, start = 3.0) @variable(mod…

@VPBML , as @zdenek_hurak explains, your problem just doesn’t make much sense. You have 6 variables, seven constraints, and there is a single solution with every variable = 2 except yA = 1. If you relax some of the constraints like yA == 1 to be fixed variable bounds, we can get a solution: using J…

First, it is always useful not to set the solver as silent when debugging the problem. By not setting set_silent(model) you would have got This is Ipopt version 3.14.16, running with linear solver MUMPS 5.7.3. Number of nonzeros in equality constraint Jacobian...: 17 Number of nonzeros in in…

By the way, the equality constraint x_1 = \min(x_2,x_3x_4) containing minimization can be rewritten as a set of common linear/nonlinear equality and inequality constraints upon introducing an auxiliary variable \begin{aligned} y &\leq x_2\\ y &\leq x_3x_4\\ x_1 &= y. \end{aligned} But …

[image] odow: [image] zdenek_hurak: But I guess that JuMP does this transformation automatically. Nope. We use the non-smooth formulation z = min(x, y) directly. I was just wondering, is there any general advantage or disadvantage in one or the other formulation of the constraints from…

Could not solve optimization problem with max/min in constraints

Specific Domains Optimization (Mathematical)

zdenek_hurak August 5, 2024, 9:22pm 5

Apparently, essentially the same problem is also discussed in the parallel thread How to solve a nonlinear system with redundancy with NonlinearSolve.jl.

Topic		Replies	Views
Minimisation with equality constraints Optimization (Mathematical) question , package , syntax , optimization	5	667	December 10, 2023
Min max Ipopt opti : error in step computation Optimization (Mathematical) question , jump , ipopt	6	235	September 22, 2025
JuMP : not getting the correct solution of the optimization problem Optimization (Mathematical) jump	7	2061	October 16, 2019
Wrong answer with NonLinear Optimization in JuMP Optimization (Mathematical) jump , optimization	13	793	January 10, 2022
Seeking a smart way to formulate an optimization problem Optimization (Mathematical)	4	567	November 6, 2021

Could not solve optimization problem with max/min in constraints

Related topics