@NLconstraint not working with splatting syntax

[miles.lubin]

@Arrigo_Benedetti

Any ideas about what is going on?

Yes, this nasty error message means that the splatting syntax is not supported. I just fixed the error message (syntax error on splatting in NLexpression by mlubin · Pull Request #1434 · jump-dev/JuMP.jl · GitHub). See previous discussions for workarounds:

Solvers, nonlinear constraints and user defined functions

I apologize if someone had raised questions like this. And I understand the topic sounded similar to some previous topics. I did do a search. But didn’t found specific answers to all the questions I have. I understand that Gurobi is not a nonlinear programming solver. But it’s one of the lead solvers these days. Is it worth to go through all the trouble trying to reformulate the problem somehow into a convex quadratic problem approximately or a nonlinear solver such as Ipopt works as well? …

Optimizing an array of variables using JuMP (NLP)

Hi all, I’m trying to formulate a nonlinear optimization problem with JuMP. Specifically, I’m looking to minimize the sum of the products of certain values in a matrix where one matrix is variable, and two additional matrices are constants. My question is how should I be handling an optimization problem where my variables are a 2D or 3D matrix of floats. The objective function can be expressed as: min \sum_{i=1}^n \alpha_i \prod_{s=1}^S exp(-w_{i,s}*x_{i,s}) I’ve run in to a number of probl…