# \#optimization

**URL:** https://discourse.julialang.org/tag/optimization/187.md

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## [\[ANN\] PortfolioOptimisers.jl: Ape together strong](https://discourse.julialang.org/t/ann-portfoliooptimisers-jl-ape-together-strong/133099)

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**Author:** [@dcelisgarza](https://discourse.julialang.org/u/dcelisgarza)\
**Replies:** 16\
**Last updated:** [September 15, 2026, 9:46am UTC](https://discourse.julialang.org/t/ann-portfoliooptimisers-jl-ape-together-strong/133099 "2026-09-15T09:46:04Z")

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PortfolioOptimisers.jl Editorial note: If you read this post and then go to the docs’ homepage or the package’s readme and they seem familiar, it’s because I started writing this before I had a proper readme. Portfolio …

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## [\[ANN\] Manopt.jl](https://discourse.julialang.org/t/ann-manopt-jl/24906)

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**Author:** [@kellertuer](https://discourse.julialang.org/u/kellertuer)\
**Replies:** 56\
**Last updated:** [August 21, 2026, 1:52pm UTC](https://discourse.julialang.org/t/ann-manopt-jl/24906 "2026-08-21T13:52:13Z")

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Manopt.jl provides a framework for optimization on manifolds. Based on Manopt and MVIRT, both implemented in Matlab, this toolbox provide an easy access to optimization methods on manifolds in Julia. If you want to del…

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## [Connection between BFGS and ROOT.Minuit. Stopping criteria](https://discourse.julialang.org/t/connection-between-bfgs-and-root-minuit-stopping-criteria/48729)

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**Author:** [@misha\_mikhasenko](https://discourse.julialang.org/u/misha_mikhasenko)\
**Replies:** 9\
**Last updated:** [August 11, 2026, 8:00am UTC](https://discourse.julialang.org/t/connection-between-bfgs-and-root-minuit-stopping-criteria/48729 "2026-08-11T08:00:01Z")

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Dear experts on optimization problems, I am trying to establish a connection between the common tools in High Energy Physics (HEP) and Julia ecosystem. In HEP, the main tool for optimization is Minuit library. Nowadays…

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## [Lpviz - Linear programming in the browser](https://discourse.julialang.org/t/lpviz-linear-programming-in-the-browser/133250)

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**Author:** [@klamike](https://discourse.julialang.org/u/klamike)\
**Replies:** 3\
**Last updated:** [August 10, 2026, 4:16pm UTC](https://discourse.julialang.org/t/lpviz-linear-programming-in-the-browser/133250 "2026-08-10T16:16:40Z")

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Hi everyone, I want to share with the Julia community lpviz.net, a visualization web-app for linear programming solvers. Basically, I’ve implemented some textbook LP algorithms and hooked them up to an HTML canvas so you…

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## [\[ANN\] ArraySynthesis.jl: Antenna array pattern synthesis via convex optimization](https://discourse.julialang.org/t/ann-arraysynthesis-jl-antenna-array-pattern-synthesis-via-convex-optimization/138459)

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**Author:** [@Uve](https://discourse.julialang.org/u/Uve)\
**Replies:** 0\
**Last updated:** [July 24, 2026, 6:06pm UTC](https://discourse.julialang.org/t/ann-arraysynthesis-jl-antenna-array-pattern-synthesis-via-convex-optimization/138459 "2026-07-24T18:06:44Z")

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Hi everyone! I’d like to announce ArraySynthesis.jl, a Julia package for antenna array pattern synthesis. ArraySynthesis.jl provides a high-level, domain-specific interface for formulating array factor synthesis prob…

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## [Decomposing a scenario-feasibility MILP with binary recourse in JuMP](https://discourse.julialang.org/t/decomposing-a-scenario-feasibility-milp-with-binary-recourse-in-jump/137898)

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**Author:** [@decomp-lab](https://discourse.julialang.org/u/decomp-lab)\
**Replies:** 10\
**Last updated:** [July 5, 2026, 10:52pm UTC](https://discourse.julialang.org/t/decomposing-a-scenario-feasibility-milp-with-binary-recourse-in-jump/137898 "2026-07-05T22:52:47Z")

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I have a two-stage multi-scenario MILP in JuMP with an inventory/order-flow structure. The first-stage variables are shared across all scenarios. Each scenario then has its own continuous flow variables and binary timin…

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## [Small step size in LBFGS for neural network with complex values](https://discourse.julialang.org/t/small-step-size-in-lbfgs-for-neural-network-with-complex-values/137946)

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**Author:** [@Knud\_Sorensen](https://discourse.julialang.org/u/Knud_Sorensen)\
**Replies:** 3\
**Last updated:** [July 5, 2026, 6:46pm UTC](https://discourse.julialang.org/t/small-step-size-in-lbfgs-for-neural-network-with-complex-values/137946 "2026-07-05T18:46:42Z")

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I wrote my own LBFGS code for a neural network with complex values. It worked until the step size became to small to change the network because of floating point position. Has anyone had similar problems and know how t…

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## [Internship opportunity: energy systems modelling with Julia at OECD-NEA, Paris area](https://discourse.julialang.org/t/internship-opportunity-energy-systems-modelling-with-julia-at-oecd-nea-paris-area/137924)

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**Author:** [@Guillaume](https://discourse.julialang.org/u/Guillaume)\
**Replies:** 0\
**Last updated:** [July 3, 2026, 2:30pm UTC](https://discourse.julialang.org/t/internship-opportunity-energy-systems-modelling-with-julia-at-oecd-nea-paris-area/137924 "2026-07-03T14:30:15Z")

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Internship opportunity: energy systems modelling with Julia at OECD-NEA, Paris area The OECD Nuclear Energy Agency is looking for an intern to work in the Division of Nuclear Technology and Economics on system costs mod…

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## [Maximum\_a\_posteriori not honoring abstol and reltol? Turing.jl](https://discourse.julialang.org/t/maximum-a-posteriori-not-honoring-abstol-and-reltol-turing-jl/133402)

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**Author:** [@dlakelan](https://discourse.julialang.org/u/dlakelan)\
**Replies:** 7\
**Last updated:** [June 26, 2026, 6:45am UTC](https://discourse.julialang.org/t/maximum-a-posteriori-not-honoring-abstol-and-reltol-turing-jl/133402 "2026-06-26T06:45:38Z")

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So, my student has a problem where he’s just been letting maximum\_a\_priori run for as long as it needs… which is taking like 2000+ seconds… I suggested to try abstol or reltol to make sure it wasn’t spending all its time…

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## [Open source Solver to replace CPLEX in example?](https://discourse.julialang.org/t/open-source-solver-to-replace-cplex-in-example/137097)

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**Author:** [@rt9f](https://discourse.julialang.org/u/rt9f)\
**Replies:** 6\
**Last updated:** [May 17, 2026, 8:03am UTC](https://discourse.julialang.org/t/open-source-solver-to-replace-cplex-in-example/137097 "2026-05-17T08:03:35Z")

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Ten years ago this week, I read an article entitled Optimization in Julia. It was my first introduction to Julia and a great example of how easy one can define a constrained optimization problem in JuMP. The example used…

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## [How to train dense nets several times faster than with Adam](https://discourse.julialang.org/t/how-to-train-dense-nets-several-times-faster-than-with-adam/137009)

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**Author:** [@uwestoehr](https://discourse.julialang.org/u/uwestoehr)\
**Replies:** 4\
**Last updated:** [May 8, 2026, 10:36am UTC](https://discourse.julialang.org/t/how-to-train-dense-nets-several-times-faster-than-with-adam/137009 "2026-05-08T10:36:59Z")

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I had the pleasure to give a lecture about the basics of neural nets at a university and purposely used Julia also for the practical lessons. As a side effect I wanted to explain my students how an optimizer can be deri…

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## [How to contribute an optimizer to the Optimisers.jl package](https://discourse.julialang.org/t/how-to-contribute-an-optimizer-to-the-optimisers-jl-package/136975)

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**Author:** [@uwestoehr](https://discourse.julialang.org/u/uwestoehr)\
**Replies:** 0\
**Last updated:** [May 4, 2026, 4:07am UTC](https://discourse.julialang.org/t/how-to-contribute-an-optimizer-to-the-optimisers-jl-package/136975 "2026-05-04T04:07:17Z")

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Since almost 2 years I use Flux and Lux and thus the Optimisers.jl package. Since I need for scientific reasons also tests with optimizers not supported by the Optimisers.jl package, I wrote them for my own. I want now …

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## [\[ANN\] LinearMPC.jl: Embedded Model Predictive Control of linear systems](https://discourse.julialang.org/t/ann-linearmpc-jl-embedded-model-predictive-control-of-linear-systems/128484)

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**Author:** [@darnstrom](https://discourse.julialang.org/u/darnstrom)\
**Replies:** 10\
**Last updated:** [April 8, 2026, 10:48pm UTC](https://discourse.julialang.org/t/ann-linearmpc-jl-embedded-model-predictive-control-of-linear-systems/128484 "2026-04-08T22:48:45Z")

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I am developing the package LinearMPC.jl, which is a package for Model Predictive Control (MPC) of linear dynamical systems. The focus of the package to produce high-performant and lightweight C-code that can easily be …

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## [\[ANN\] OptimalControl.jl v2.0.0](https://discourse.julialang.org/t/ann-optimalcontrol-jl-v2-0-0/136599)

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**Author:** [@ocots](https://discourse.julialang.org/u/ocots)\
**Replies:** 7\
**Last updated:** [April 8, 2026, 8:48am UTC](https://discourse.julialang.org/t/ann-optimalcontrol-jl-v2-0-0/136599 "2026-04-08T08:48:32Z")

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It is a pleasure to announce the new major release of OptimalControl.jl (v2.0.0). Designed to solve optimal control problems on ODEs, the package features: a friendly DSL both direct (optimisation) and indirect (aka. s…

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## [MadNLP.jl in JuMP](https://discourse.julialang.org/t/madnlp-jl-in-jump/136380)

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**Author:** [@nico](https://discourse.julialang.org/u/nico)\
**Replies:** 2\
**Last updated:** [March 26, 2026, 8:59am UTC](https://discourse.julialang.org/t/madnlp-jl-in-jump/136380 "2026-03-26T08:59:17Z")

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Hi All, I am trying to change some settings in MadNLP.jl when used via JuMP.jl. I would like to change the barrier strategy from the default monotone to adaptive. I just do not manage to change those settings. Does anyon…

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## [Should NonlinearLeastSquaresProblem be used for deep learning?](https://discourse.julialang.org/t/should-nonlinearleastsquaresproblem-be-used-for-deep-learning/135793)

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**Author:** [@dmetivie](https://discourse.julialang.org/u/dmetivie)\
**Replies:** 11\
**Last updated:** [February 24, 2026, 4:03pm UTC](https://discourse.julialang.org/t/should-nonlinearleastsquaresproblem-be-used-for-deep-learning/135793 "2026-02-24T16:03:28Z")

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From this JuliaCon talk Fast and Robust Least Squares / Curve Fitting by @ChrisRackauckas, I gathered that if you have a L2 loss function then you should be using NonlinearLeastSquaresProblem from the NonlinearSolve.jl p…

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## [ODE Parameter Estimation with Priors](https://discourse.julialang.org/t/ode-parameter-estimation-with-priors/135691)

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**Author:** [@donkeysaddle](https://discourse.julialang.org/u/donkeysaddle)\
**Replies:** 2\
**Last updated:** [February 17, 2026, 5:54pm UTC](https://discourse.julialang.org/t/ode-parameter-estimation-with-priors/135691 "2026-02-17T17:54:42Z")

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I have never done parameter estimation with priors(bayesian inference) before and I am a little unsure if I am going about it the right way. I created a simple example, but will ultimately be doing it for a more complica…

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## [\[ANN\] NonlinearOptimization TestFunctions.jl: A comprehensive collection of test functions for nonlinear optimization](https://discourse.julialang.org/t/ann-nonlinearoptimization-testfunctions-jl-a-comprehensive-collection-of-test-functions-for-nonlinear-optimization/131384)

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**Author:** [@Aoxo\_MoxoA](https://discourse.julialang.org/u/Aoxo_MoxoA)\
**Replies:** 12\
**Last updated:** [February 14, 2026, 9:37am UTC](https://discourse.julialang.org/t/ann-nonlinearoptimization-testfunctions-jl-a-comprehensive-collection-of-test-functions-for-nonlinear-optimization/131384 "2026-02-14T09:37:26Z")

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Hello Julia Community, I am excited to announce my new package, NonlinearOptimizationTestFunctionsInJulia.jl. It is designed to be a comprehensive collection of test functions for benchmarking nonlinear optimization alg…

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## [Problems with complex values in optimization objective (JuMP)](https://discourse.julialang.org/t/problems-with-complex-values-in-optimization-objective-jump/135504)

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**Author:** [@dnldlg](https://discourse.julialang.org/u/dnldlg)\
**Replies:** 5\
**Last updated:** [February 9, 2026, 12:35am UTC](https://discourse.julialang.org/t/problems-with-complex-values-in-optimization-objective-jump/135504 "2026-02-09T00:35:33Z")

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When using complex valued numbers in the objective function, get an error that I struggle to understand. This minimal example illustrates it very well. Let’s say we want to find parameters of a parametrised unitay matrix…

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## [Debugging Container of Constraints in JuMP](https://discourse.julialang.org/t/debugging-container-of-constraints-in-jump/122509)

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**Author:** [@lamont](https://discourse.julialang.org/u/lamont)\
**Replies:** 9\
**Last updated:** [January 28, 2026, 7:56am UTC](https://discourse.julialang.org/t/debugging-container-of-constraints-in-jump/122509 "2026-01-28T07:56:50Z")

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I’m trying to debug a container of constraints built using the vectorized linear algebra syntax and trying to go in through the MOI interface to check the constraint value based on the start\_value of the variables. I’ve…

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## [Optimizing the parameters of a MTK model with automatic differetiation](https://discourse.julialang.org/t/optimizing-the-parameters-of-a-mtk-model-with-automatic-differetiation/135063)

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**Author:** [@BambOoxX](https://discourse.julialang.org/u/BambOoxX)\
**Replies:** 2\
**Last updated:** [January 15, 2026, 10:18am UTC](https://discourse.julialang.org/t/optimizing-the-parameters-of-a-mtk-model-with-automatic-differetiation/135063 "2026-01-15T10:18:10Z")

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I’m trying to optimize some parameters of a MTK model to reach some steady-state solution objective, using the recommendations in Frequently Asked Questions · ModelingToolkit.jl. This works fine with finite differences c…

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## [Arbitrary/High-precision optimisation of NLP](https://discourse.julialang.org/t/arbitrary-high-precision-optimisation-of-nlp/133973)

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**Author:** [@arnerob](https://discourse.julialang.org/u/arnerob)\
**Replies:** 13\
**Last updated:** [January 5, 2026, 4:59pm UTC](https://discourse.julialang.org/t/arbitrary-high-precision-optimisation-of-nlp/133973 "2026-01-05T16:59:15Z")

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I have solved a non-linear program with JuMP and IPopt. I want to refine the solution, but am limited by the Float64 precision. Therefore, I tried MadNLP and ExaModels, as they say that they support AbstarctFloat, see h…

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## [DifferentiationInterface not generating correct shadow](https://discourse.julialang.org/t/differentiationinterface-not-generating-correct-shadow/131868)

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**Author:** [@alexl123](https://discourse.julialang.org/u/alexl123)\
**Replies:** 11\
**Last updated:** [January 4, 2026, 9:01am UTC](https://discourse.julialang.org/t/differentiationinterface-not-generating-correct-shadow/131868 "2026-01-04T09:01:42Z")

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Hello! I am trying to play with the Sophia optimization algorthim. I am storing my parameters as a ComponentArray since some parameters are scalar and others are vectors. When I use a first order method (Adam) I have no…

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## [RFC: Reverse Communication (ask/tell) adapter for function-style optimizers in Julia?](https://discourse.julialang.org/t/rfc-reverse-communication-ask-tell-adapter-for-function-style-optimizers-in-julia/134803)

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**Author:** [@karei](https://discourse.julialang.org/u/karei)\
**Replies:** 1\
**Last updated:** [December 30, 2025, 7:44pm UTC](https://discourse.julialang.org/t/rfc-reverse-communication-ask-tell-adapter-for-function-style-optimizers-in-julia/134803 "2025-12-30T19:44:02Z")

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Hi all, I’d like to start a discussion on a generic Reverse Communication Interface (RCI), i.e. an ask/tell-style session API, for Julia’s optimization ecosystem. The idea is to sit on top of existing “function-style” o…

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## [Help - not so zero-cost abstraction](https://discourse.julialang.org/t/help-not-so-zero-cost-abstraction/134435)

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**Author:** [@anicusan](https://discourse.julialang.org/u/anicusan)\
**Replies:** 11\
**Last updated:** [December 10, 2025, 7:30pm UTC](https://discourse.julialang.org/t/help-not-so-zero-cost-abstraction/134435 "2025-12-10T19:30:18Z")

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My problem is about an interface, and how to get the compiler to optimise it away. Say I have a Matrix with 6 rows and N columns - rows 1-3 represent position and rows 4-6 are velocity; each column is a body in a simula…

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## [Policy Graph in SDDP.jl package](https://discourse.julialang.org/t/policy-graph-in-sddp-jl-package/100062)

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**Author:** [@Sorooshsa](https://discourse.julialang.org/u/Sorooshsa)\
**Replies:** 3\
**Last updated:** [December 3, 2025, 4:59am UTC](https://discourse.julialang.org/t/policy-graph-in-sddp-jl-package/100062 "2025-12-03T04:59:08Z")

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Hi, I know that there are a few options for making the graph of our problem while we use SDDP.jl e.g. linear policy graph, Markov policy graph. I have two questions: What is the difference between the Linear and Mark…

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## [Adaptive barrier method for constrained optimization](https://discourse.julialang.org/t/adaptive-barrier-method-for-constrained-optimization/134150)

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**Author:** [@slwu89](https://discourse.julialang.org/u/slwu89)\
**Replies:** 6\
**Last updated:** [December 1, 2025, 8:57am UTC](https://discourse.julialang.org/t/adaptive-barrier-method-for-constrained-optimization/134150 "2025-12-01T08:57:32Z")

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Hi all, I’m refactoring some old R code into Julia. In R I was using constrOptim: Linearly Constrained Optimization which lets us use constraints like U \\theta - c \\geq 0, where \\theta is our parameters to be optimized, U…

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## [Get Lagrange multipliers from Ipopt with Optimization.jl](https://discourse.julialang.org/t/get-lagrange-multipliers-from-ipopt-with-optimization-jl/134074)

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**Author:** [@nico](https://discourse.julialang.org/u/nico)\
**Replies:** 1\
**Last updated:** [November 24, 2025, 1:41pm UTC](https://discourse.julialang.org/t/get-lagrange-multipliers-from-ipopt-with-optimization-jl/134074 "2025-11-24T13:41:53Z")

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Hi everyone! I’m working with the Julia packages Optimization.jl and Ipopt.jl to solve a nonlinear programming (NLP) problem. I’m successfully solving the problem, but I need to extract the final Lagrange multipliers (…

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## [Best practices for optimization problems with ODE solves and eigen calls](https://discourse.julialang.org/t/best-practices-for-optimization-problems-with-ode-solves-and-eigen-calls/133995)

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**Author:** [@Gavin-Rockwood](https://discourse.julialang.org/u/Gavin-Rockwood)\
**Replies:** 12\
**Last updated:** [November 21, 2025, 7:47am UTC](https://discourse.julialang.org/t/best-practices-for-optimization-problems-with-ode-solves-and-eigen-calls/133995 "2025-11-21T07:47:22Z")

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I am working on an optimization which has the following structure Build some Hamiltonian large matrices which are functions of the parameters I am optimizing over Project onto the lowest couple of energy levels Calcula…

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## [Line search in LBFGSB package](https://discourse.julialang.org/t/line-search-in-lbfgsb-package/133949)

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**Author:** [@Xu\_Shan](https://discourse.julialang.org/u/Xu_Shan)\
**Replies:** 3\
**Last updated:** [November 18, 2025, 11:00am UTC](https://discourse.julialang.org/t/line-search-in-lbfgsb-package/133949 "2025-11-18T11:00:09Z")

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Hi guys, I am using LBFGSB package to optimize my problem (see below the message). However, I don’t understand the ABNORMAL\_TERMINATION\_IN\_LINSEARCH flag it threw to me at the final point…why is that? julia\> x0 = Cdoub…

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