Hi, I’ve read that nonlinear optimization has limited support. Unfortunately, my objective function cannot be written with scalar expressions and my matrix variable is at least 1000x1000 and I need to call several functions to build my objective function (the variable is a support function, that I need to differentiate, and construct a parametric function that I have to integrate…). The code required to compute aireSurface(h)
or volumeSurface(h)
has 200 lines.
My code is something like that
model = Model(Ipopt.Optimizer)
register(model, :aireSurface, 1, aireSurface; autodiff = true)
set_optimizer_attribute(model, "print_level", 1)
@variables(
model,
begin
h[1:N,1:M]<=b/2.0
end
)
@NLobjective(
model,
Max,
aireSurface(h)
)
@constraint(
# convexity
model,
convexity(h) .>= 0
)
@constraint(
# volume
model,
volumeSurface(h) == lambdaI*4.0/3.0*pi*((b/2.0)^3),
)
Is there any workaround to do that ? Thanks