Hi there, since it’s your first post, please read Please read: make it easier to help you. It’s easier to help if you provide a complete minimal working example.
However, there’s some scary stuff in your example that are going to cause issues.
- I don’t think your
get_y_predis going to support automatic differentiation. That means you can’t use JuMP to solve this problem. Please read: https://jump.dev/JuMP.jl/stable/background/should_i_use/#Black-box,-derivative-free,-or-unconstrained-optimization -
@addNLconstraintis very old syntax. Are you running the latest version of Julia and JuMP?