NLopt错误的茱莉亚Ipopt替代

Question

我有一个我想与NLopt解决以下几个简单的问题：

using JuMP 
using NLopt 

""" 
min_x = x1 * x4* (x1 + x2 + x3) + x3 

s.t. 
x1 * x2 * x3 * x4 >= 25 
x_1^2 + x_2^2 + x_3^2 + x_4^2 = 40 
1 <= x1,x2,x3,x4 <= 5 

starting values: vec(x) = (x1 = 1, x2 = 5, x3 = 5, x4 = 1) 
""" 


tic() 

m = Model(solver=NLoptSolver(algorithm=:LD_MMA)) 


@defVar(m, 1 <= x1 <= 5) 
@defVar(m, 1 <= x2 <= 5) 
@defVar(m, 1 <= x3 <= 5) 
@defVar(m, 1 <= x4 <= 5) 

@setNLObjective(m, Min, x1 * x4 * (x1 + x2 + x3) + x3) 
@addNLConstraint(m, x1^2 + x2^2 + x3^2 + x4^2 == 40) 
@addNLConstraint(m, x1 * x2 * x3 * x4 >= 25) 

setValue(x1, 1) 
setValue(x2, 5) 
setValue(x3, 5) 
setValue(x4, 1) 

status = solve(m) 

println("got ", getObjectiveValue(m), " at ", [getValue(x1),getValue(x2), getValue(x3), getValue(x4)]) 

toc() 

但是我得到的参数错误。有没有什么办法可以使这个工作与NLopt，如果不是如何改变这个代码，以便与其他免费优化器，可以安装在朱莉娅（也许Ipopt，但不Gurobi）使用它？

Answer 1

那么，我无法使用NLopt来解决问题，而是我设法用Ipopt来解决它。

该解决方案使用Ipopt很简单。首先，你必须从这个site下载Ipopt（我现在使用Windows版本，我也会尝试在Linux中），并把它放在路径中（如果你把它放在路径中，并转到命令行并键入ipopt它必须显示没有错误 - 它实际上会显示ipopt选项）。只需在最后找到最新版本。

然后我sliglty修改，我用这种方式来解释Ipopt之前提供的代码：

using JuMP 

using Ipopt 


""" 
The problem that I want to solve has 4 variables and 6 constraints. 
It is the following: 


min_x = x1x4(x1+x2+x3) + x3 


s.t. 

x1*x2*x3*x4 >= 25 
x_1^2 + x_2^2 + x_3^2 + x_4^2 = 40 
1 <= x1,x2,x3,x4 <= 5 


starting values: x0 = (x1 = 1, x2 = 5, x3 = 5, x4 = 1) 
""" 


tic() 


m = Model(solver=IpoptSolver()) 


@defVar(m, 1 <= x1 <= 5) 
@defVar(m, 1 <= x2 <= 5) 
@defVar(m, 1 <= x3 <= 5) 
@defVar(m, 1 <= x4 <= 5) 


@setNLObjective(m, Min, x1 * x4 * (x1 + x2 + x3) + x3) 
@addNLConstraint(m, x1^2 + x2^2 + x3^2 + x4^2 == 40) 
@addNLConstraint(m, x1 * x2 * x3 * x4 >= 25) 


setValue(x1, 1) 
setValue(x2, 5) 
setValue(x3, 5) 
setValue(x4, 1) 

status = solve(m) 

println("got ", getObjectiveValue(m), " at ", [getValue(x1),getValue(x2), 
getValue(x3), getValue(x4)]) 

toc() 

有关求解器等的姓名权的更多信息可以在这里找到：https://jump.readthedocs.org/en/latest/installation.html#getting-solvers