I am solving a large scale optimization problem using Python GEKKO. Some variables of the model have to not change during the optimization process. So I was wondering what is the difference between using the m.fix GEKKO method on the variables (m.Var) that I want to be constant, or replacing the variables wit…
Tag: mathematical-optimization
Get variable values at each iteration of GEKKO optimization
I would like to get the value of the variables at each iteration of the optimization process when using Python GEKKO. For example, the following code from the documentation (https://gekko.readthedocs.io/en/latest/quick_start.html#example) solves problem HS71: The output displayed in the console is the followi…
Scipy minimze with constrains that have no simple expression
I am trying to find the values that minimize a least squares function. The issue is that a solution may be valid or not in a way that cannot be given as a simple expression of the values. Instead, we can check the validity by calling a function. What I tried to do was to set the sum of squares