Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.
The options for solving constrained problems are currently rather limited. It'd be nice if any constraints
$l \leq c(x) \leq u$
present could be automatically transformed to indicator functions and added to the cost
(l <= c(x) <= u) ? 0 : Inf
Vaibhavdixit02
commented
6 months ago
The options for solving constrained problems are currently rather limited. It'd be nice if any constraints $l \leq c(x) \leq u$ present could be automatically transformed to indicator functions and added to the cost
(l <= c(x) <= u) ? 0 : Inf