Hi all, What is the purpose of the bounds symbolic metadata in ModelingToolkit? When I add bounds to x in the following code, I would at first expect the solution for x to be limited between 0 and 2, but this doesn’t seem to be the case. @variables t, x(t) [bounds=(0, 2)] D = Differential(t) eqs…

You can already do that, see Modeling Optimization Problems · ModelingToolkit.jl

They aren’t quite used yet, but the idea is for it to be used to set the bounds in an OptimizationSystem, or in any extension that adds a parameter estimation module. We haven’t thought of handling it on the states yet, but that is something that could be done. But yes, it’s documented how it’s used…

@ChrisRackauckas Is there any way to include bounds on the solution in ModelingToolking at the moment ? That would be really nice to be able to constraint the search space !

Just put bounds in the OptimizationSystem? The MTK integration with that is improving so I wouldn’t be surprised if that’s handled soon. But getting the mixed integer stuff done was the first priority there.

Hmm, so just to be sure, you mean that a NonlinearSystem can only solve for an unconstrained optimization while the OptimizationSystem can handle constraints ?

Just quickly changing my NonlinearSystem with multiple equations, it seems that OptimizationSystem does not support multiple equations, is that right ? I get a ERROR: type OptimizationSystem has no field eqs

Yes it’s for optimization, not for solving a system of nonlinear equations. It sounds like your problem is unrelated to this thread.

Well, my problem is related to how ModelingToolkit handles bounds (since I first thought that they were taken into account in a NonlinearSystem, though I agree my specific case may be quite different from the original post. My problem involves solving a nonlinear system of equations, but I want to c…

That’s worth an issue in NonlinearSolve.jl. The nonlinear solvers don’t allow bounds, though in theory they could as a way to set the starting trust region for TR methods. So we could put that together, and then MTK could use the bounds information for NonlinearSystem. Worth an issue and its a good …

When you say that nonlinear solvers do not allow bounds, what do you mean exactly. I’m not familiar with what you put in there (besides Newton like methods), but where do you put constrained Linear Complementary Problems or Quadratic Programming Problems solvers ? Do you consider these nonlinear sol…

How does ModelingToolkit use bounds metadata?

Specific Domains Modelling & Simulations

ChrisRackauckas April 26, 2023, 8:18am 6

Yes.

Bounding variables in a NonlinearSystem using MTK

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How does ModelingToolkit use bounds metadata?

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