Open mzagorowska opened 1 month ago
Not sure if I should have posted it as a bug or feature request. It would be great to make EAGO work with the new nonlinear syntax in JuMP (i.e. using @constraint instead of @NLconstraint). Briefly, this works:
@constraint
@NLconstraint
using JuMP, EAGO m = Model(EAGO.Optimizer) # Define bounded variables xL = [10.0; 0.0; 0.0; 0.0; 0.0; 85.0; 90.0; 3.0; 1.2; 145.0] xU = [2000.0; 16000.0; 120.0; 5000.0; 2000.0; 93.0; 95.0; 12.0; 4.0; 162.0] @variable(m, xL[i] <= x[i=1:10] <= xU[i]) # Define nonlinear constraints @NLconstraint(m, e1, -x[1]*(1.12 + 0.13167*x[8] - 0.00667*(x[8])^2) + x[4] == 0.0) @NLconstraint(m, e3, -0.001*x[4]*x[9]*x[6]/(98.0 - x[6]) + x[3] == 0.0) @NLconstraint(m, e4, -(1.098*x[8] - 0.038*(x[8])^2) - 0.325*x[6] + x[7] == 57.425) @NLconstraint(m, e5, -(x[2] + x[5])/x[1] + x[8] == 0.0) # Define linear constraints @constraint(m, e2, -x[1] + 1.22*x[4] - x[5] == 0.0) @constraint(m, e6, x[9] + 0.222*x[10] == 35.82) @constraint(m, e7, -3.0*x[7] + x[10] == -133.0) # Define nonlinear objective @NLobjective(m, Max, 0.063*x[4]*x[7] - 5.04*x[1] - 0.035*x[2] - 10*x[3] - 3.36*x[5]) # Solve the optimization problem JuMP.optimize!(m)
but this doesn't:
using JuMP, EAGO m = Model(EAGO.Optimizer) # Define bounded variables xL = [10.0; 0.0; 0.0; 0.0; 0.0; 85.0; 90.0; 3.0; 1.2; 145.0] xU = [2000.0; 16000.0; 120.0; 5000.0; 2000.0; 93.0; 95.0; 12.0; 4.0; 162.0] @variable(m, xL[i] <= x[i=1:10] <= xU[i]) # Define nonlinear constraints @constraint(m, e1, -x[1]*(1.12 + 0.13167*x[8] - 0.00667*(x[8])^2) + x[4] == 0.0) @constraint(m, e3, -0.001*x[4]*x[9]*x[6]/(98.0 - x[6]) + x[3] == 0.0) @constraint(m, e4, -(1.098*x[8] - 0.038*(x[8])^2) - 0.325*x[6] + x[7] == 57.425) @constraint(m, e5, -(x[2] + x[5])/x[1] + x[8] == 0.0) # Define linear constraints @constraint(m, e2, -x[1] + 1.22*x[4] - x[5] == 0.0) @constraint(m, e6, x[9] + 0.222*x[10] == 35.82) @constraint(m, e7, -3.0*x[7] + x[10] == -133.0) # Define nonlinear objective @objective(m, Max, 0.063*x[4]*x[7] - 5.04*x[1] - 0.035*x[2] - 10*x[3] - 3.36*x[5]) # Solve the optimization problem JuMP.optimize!(m)
and I get:
My st:
Thanks for mentioning this. We will look into updating EAGO to add this functionality.
Not sure if I should have posted it as a bug or feature request. It would be great to make EAGO work with the new nonlinear syntax in JuMP (i.e. using
@constraint
instead of@NLconstraint
). Briefly, this works:but this doesn't:
and I get:
My st: