Oscar Dowson odow
odow
/ jumpideas.jl
Last active
April 4, 2017 02:47
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| using JuMP | |
| abstract VariableDomain | |
| immutable Continuous <: VariableDomain | |
| lower::Float64 | |
| upper::Float64 | |
| end | |
| Continuous() = Continuous(-Inf, Inf) | |
| Continuous(;lowerbound=-Inf, upperbound=Inf) = Continuous(lowerbound, upperbound) | |
| function setdomain!(m::JuMP.Model, x, c::Continuous) | |
| m.colLower[x.col] = max(m.colLower[x.col], c.lower) |
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| Minimize | |
| - C2 | |
| Subject To | |
| R0: C0 + C1 >= 0 | |
| R1: 2 C0 - C1 >= 0 | |
| R2: C2 >= -2 | |
| R3: C0 - C2 >= 0 | |
| R4: - 1.000001 C0 + C1 - C2 >= 0 | |
| Bounds | |
| C0 <= 1 |
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| from gurobipy import * | |
| # This function mimics the JuMP functionality whereby it always | |
| # sets the objective coefficients to the JuMP representation of | |
| # what the coefficients should be... | |
| def JuMPsolve(m, objective_coefficients): | |
| # Set the objective coefficients | |
| m.setAttr("Obj", m.getVars(), objective_coefficients) | |
| # Update the model just to be safe | |
| m.update() |
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| Maximize | |
| C4 | |
| Subject To | |
| R0: C2 = 0.5 | |
| R1: - 4.1 C0 + C1 = 0 | |
| R2: 5.1 C0 - C2 + C3 >= -0.1 | |
| R3: - 5.1 C0 + C2 + C3 >= 0.1 | |
| R4: - 0.230438 C0 + C2 + C4 <= 3.9695627 | |
| Bounds | |
| -infinity <= C0 <= 1 |
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| # uncomment lines 9, 79 in nl_params.jl | |
| using JuMP, AmplNLWriter | |
| m = Model(solver=IpoptNLSolver()) | |
| @defVar(m, -1 <= x <= 1) | |
| @setNLObjective(m, Max, min( x, -x, 0.5x-0.25 )) | |
| solve(m) |
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| Ipopt 3.12.2: Maximum CPU Time Exceeded. | |
| Options | |
| 3 | |
| 1 | |
| 1 | |
| 0 | |
| 2503 | |
| 2503 |
odow
/ AmplNLWriterBug.jl
Last active
September 22, 2015 00:20
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| using AmplNLWriter | |
| using JuMP | |
| function foo(want_to_work) | |
| a, b= 1, 0.8 | |
| m = Model(solver=IpoptNLSolver(Dict{ASCIIString, Any}("print_level"=>1))) | |
| @defVar(m, 0 <= x <= 1) | |
| @defVar(m, 0 <= y <= 1) |
odow
/ WinMerge-Diff.htm
Last active
September 21, 2015 21:47
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| <!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" | |
| "http://www.w3.org/TR/html4/loose.dtd"> | |
| <html> | |
| <head> | |
| <meta http-equiv="Content-Type" content="text/html; charset=UTF-8"> | |
| <title>WinMerge File Compare Report</title> | |
| <style type="text/css"> | |
| <!-- | |
| td,th {font-size: 12pt;} | |
| .ln {text-align: right; background-color: lightgrey;} |
odow
/ bonmin.sol
Last active
August 29, 2015 14:23
Ipopt returns infeasible solution but says it has found optimal
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| bonmin: Optimal | |
| Options | |
| 3 | |
| 1 | |
| 1 | |
| 0 | |
| 418 | |
| 0 |
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| m1 = Model(solver=IpoptSolver(print_level=0)) | |
| @defVar(m1, x1) | |
| @defNLExpr(myexpr1[i=1:2], i * sin(x1)) | |
| @addNLConstraint(m1, myexpr1[1] == 0.5) | |
| solve(m1) | |
| println("x1 = $(getValue(x1))") | |
| println("Analytic: x = $(asin(0.5))") | |
| # x1 = 0.5235987687270579 | |
| # Analytic: x = 0.5235987755982989 |
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