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stevengj / nlopt

library for nonlinear optimization, wrapping many algorithms for global and local, constrained or unconstrained, optimization
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Non linear constraint optimisation problem #463

Open CollinMak opened 2 years ago

CollinMak commented 2 years ago

I have a non-linear constraint problem as below:

image

The objective and constraint functions can be expressed as the sum of 4th polynomial equations like below:

image

where $a_i, b_i, c_i, d_i, e_i, p_i, q_i, r_i, s_i, t_i, l_i, u_i$ are some real constants.

I need to solve this type of problem multiple times daily with a high dimension $x$ (with $n$ = 200k or even 1m). I am wondering which algorithm is most suitable for this type of problem? Apologies if this is not directly relevant to the package.

jschueller commented 2 years ago

I think praxis or subplex are suited for high dimension, maybe others work too