System of NonLinear Equations with Inequality and Equality Constraints

Specific Domains Optimization (Mathematical)
1

Hi All!

I’m trying to switch Julia from MATLAB. I’m using MATLAB more specifically fmincon to solve system of nonlinear equations with inequality and equality constraints. Fmincon is great function for me which accepts nonlinear equality and inequality constraints and with arbitrary objective function I can get feasible solution. What I’m looking for my case is direct alternative of fmincon for Julia. I’ve check there are lots of great packages like NLsolve which I believe corresponds the fsolve. Is there any package or alternative to solve these kind of problems.
Thank you in advance

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Use any constrained nonlinear optimisation package with an objective function that always returns 0 and some inequality/equality constraints. See Survey of Non-Linear Optimization Modeling Layers in Julia for a list.

2 Likes
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Thank you. Seems like NLopt will do the trick.

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Unfortunately, similar to the problem that I’ve encounter with SciPy, I couldn’t find gradient free solver that can handle equality and inequality constraints

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Just to make sure, you have checked NLopt Algorithms - NLopt Documentation and COBYLA does not work for you?