Defining the objective using function

Specific Domains Optimization (Mathematical)
1

Dear users,
I need to minimize this nonlinear function: f(x1,x2) = 1 + x2^2 - x - sin(x1) with box constraints.
How can I do this by using a function, named E-restrito, providing as argument f?
My code is:

function E_restrito( f(x1,x2) )
    optimizer = Juniper.Optimizer
    params = Dict{Symbol,Any}()
    params[:nl_solver] = with_optimizer(Ipopt.Optimizer, print_level=0)
    modelo = Model(with_optimizer(optimizer, params))

    @variable(modelo, l[i] <= x[i in 1:2] <= u[i], start = 1)

    @objective(modelo, Min,  f(x1,x2))

    optimize!(modelo)

end
2

Hi there. Have you read Nonlinear Modeling · JuMP?

3

Yes, but no solved my problem. I want to define a given objective-function and call it by using a function.

4

You should use User defined functions as explained here:
http://www.juliaopt.org/JuMP.jl/v0.19.2/nlp/#User-defined-Functions-1
The signature of E_restrito should be function E_restrito(f::Function)

5

To flesh out @blegat’s suggestion:

using JuMP, Ipopt

function E_restrito(f)
    model = Model(with_optimizer(Ipopt.Optimizer))
    @variable(model, x[1:2] >= 0)
    JuMP.register(model, :f, 2, f, autodiff=true)
    @NLobjective(model, Min, f(x[1], x[2]))
    optimize!(model)
    return value.(x)
end    

foo(x, y) = 1 + y^2 - x - sin(x)
E_restrito(foo)
4 Likes
6

Wonderfull!
Works very well.
Thank you so much for the complete response.