I would like to convert a SymPy expression in order to use as an objetive function in JuMP. Suppose my variable involves two variables p [1,1] and p [1,2]. using SymPy using JuMP, Ipopt # expr is my SymPy expression fn = lambdify( expr ) Now, my model model = Model(Ipopt.Optimizer) l = zeros(…

It needs to be @NLobjective(model, Min, fn(x[1], x[2])). using JuMP, SymPy, Ipopt x = Sym("x") y = Sym("y") expr = x^2 + y fn = lambdify(expr) model = Model(Ipopt.Optimizer) @variable(model, x[1:2] >= 0) register(model, :fn, 2, fn; autodiff = true) @NLobjective(model, Min, fn(x[1], x[2])) optimize!…

How to pass a SymPy expression supported by JuMP

Specific Domains Optimization (Mathematical)

leethargo May 31, 2021, 2:08pm 4

Sorry, I don’t know what SymPy’s lambdify does in detail and expected that it would simply return a callable function.

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How to pass a SymPy expression supported by JuMP

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