Is scipy.linprog with method='interior-point' suitable for non linear optimization with large data set? if...
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I'm doing non linear optimization using python. I have a large data set,around 100,000 rows.
My objective function is like
z=(aXLM+bXNM-c)XCM, where a,b & c are constant.LM & NM are the variables which I need to modify to maximize z
CM is defined as
CM=exp(k+m*log(LM)+n*log(NM))+K1 where K, K1, m & n are constant & CM will come in equality constraint CM=S
I was using interior point method because I have a large data set of 100,000 records & initially my model was linear. Given the non linear model & such a big data set can you please suggest me if method='interior-point' suitable or not? & If not suitable then considering the large data set which optimization technique I should use in python?
python optimization
asked Nov 10 at 16:45
Jesmin
165
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up vote
0
down vote
favorite
I'm doing non linear optimization using python. I have a large data set,around 100,000 rows.
My objective function is like
z=(aXLM+bXNM-c)XCM, where a,b & c are constant.LM & NM are the variables which I need to modify to maximize z
CM is defined as
CM=exp(k+m*log(LM)+n*log(NM))+K1 where K, K1, m & n are constant & CM will come in equality constraint CM=S
I was using interior point method because I have a large data set of 100,000 records & initially my model was linear. Given the non linear model & such a big data set can you please suggest me if method='interior-point' suitable or not? & If not suitable then considering the large data set which optimization technique I should use in python?
python optimization
asked Nov 10 at 16:45
Jesmin
165
How were you even usinglinprogat all?linprogis linear programming, and your objective is nonlinear.
– user2357112
Nov 10 at 16:48
@user2357112, as I mentioned in my first post, Initially my problem was linear, so I was using linprog. Can you please suggest me which non linear technique is suitable for handling around 100,000 rows of data set in python?
– Jesmin
Nov 10 at 17:14
Any suggestion please?
– Jesmin
Nov 11 at 11:51
Your model is not very clearly stated, so I don't understand it. Large scale nonlinear programming solvers are readily available (to mention a few: ipopt, minos, snopt, conopt, knitro). Many can be accessed through the Pyomo Python modeling tool.
– Erwin Kalvelagen
Nov 11 at 14:24
add a comment |
up vote
0
down vote
favorite
up vote
0
down vote
favorite
I'm doing non linear optimization using python. I have a large data set,around 100,000 rows.
My objective function is like
z=(aXLM+bXNM-c)XCM, where a,b & c are constant.LM & NM are the variables which I need to modify to maximize z
CM is defined as
CM=exp(k+m*log(LM)+n*log(NM))+K1 where K, K1, m & n are constant & CM will come in equality constraint CM=S
I was using interior point method because I have a large data set of 100,000 records & initially my model was linear. Given the non linear model & such a big data set can you please suggest me if method='interior-point' suitable or not? & If not suitable then considering the large data set which optimization technique I should use in python?
python optimization
asked Nov 10 at 16:45
Jesmin
165
I'm doing non linear optimization using python. I have a large data set,around 100,000 rows.
My objective function is like
z=(aXLM+bXNM-c)XCM, where a,b & c are constant.LM & NM are the variables which I need to modify to maximize z
CM is defined as
CM=exp(k+m*log(LM)+n*log(NM))+K1 where K, K1, m & n are constant & CM will come in equality constraint CM=S
I was using interior point method because I have a large data set of 100,000 records & initially my model was linear. Given the non linear model & such a big data set can you please suggest me if method='interior-point' suitable or not? & If not suitable then considering the large data set which optimization technique I should use in python?
python optimization
python optimization
asked Nov 10 at 16:45
Jesmin
165
asked Nov 10 at 16:45
Jesmin
165
asked Nov 10 at 16:45
Jesmin
165
asked Nov 10 at 16:45
Jesmin
165
asked Nov 10 at 16:45
Jesmin
165
165
How were you even usinglinprogat all?linprogis linear programming, and your objective is nonlinear.
– user2357112
Nov 10 at 16:48
@user2357112, as I mentioned in my first post, Initially my problem was linear, so I was using linprog. Can you please suggest me which non linear technique is suitable for handling around 100,000 rows of data set in python?
– Jesmin
Nov 10 at 17:14
Any suggestion please?
– Jesmin
Nov 11 at 11:51
Your model is not very clearly stated, so I don't understand it. Large scale nonlinear programming solvers are readily available (to mention a few: ipopt, minos, snopt, conopt, knitro). Many can be accessed through the Pyomo Python modeling tool.
– Erwin Kalvelagen
Nov 11 at 14:24
add a comment |
How were you even usinglinprogat all?linprogis linear programming, and your objective is nonlinear.
– user2357112
Nov 10 at 16:48
@user2357112, as I mentioned in my first post, Initially my problem was linear, so I was using linprog. Can you please suggest me which non linear technique is suitable for handling around 100,000 rows of data set in python?
– Jesmin
Nov 10 at 17:14
Any suggestion please?
– Jesmin
Nov 11 at 11:51
Your model is not very clearly stated, so I don't understand it. Large scale nonlinear programming solvers are readily available (to mention a few: ipopt, minos, snopt, conopt, knitro). Many can be accessed through the Pyomo Python modeling tool.
– Erwin Kalvelagen
Nov 11 at 14:24
How were you even using
linprog at all? linprog is linear programming, and your objective is nonlinear.– user2357112
Nov 10 at 16:48
How were you even using
linprog at all? linprog is linear programming, and your objective is nonlinear.– user2357112
Nov 10 at 16:48
@user2357112, as I mentioned in my first post, Initially my problem was linear, so I was using linprog. Can you please suggest me which non linear technique is suitable for handling around 100,000 rows of data set in python?
– Jesmin
Nov 10 at 17:14
@user2357112, as I mentioned in my first post, Initially my problem was linear, so I was using linprog. Can you please suggest me which non linear technique is suitable for handling around 100,000 rows of data set in python?
– Jesmin
Nov 10 at 17:14
Any suggestion please?
– Jesmin
Nov 11 at 11:51
Any suggestion please?
– Jesmin
Nov 11 at 11:51
Your model is not very clearly stated, so I don't understand it. Large scale nonlinear programming solvers are readily available (to mention a few: ipopt, minos, snopt, conopt, knitro). Many can be accessed through the Pyomo Python modeling tool.
– Erwin Kalvelagen
Nov 11 at 14:24
Your model is not very clearly stated, so I don't understand it. Large scale nonlinear programming solvers are readily available (to mention a few: ipopt, minos, snopt, conopt, knitro). Many can be accessed through the Pyomo Python modeling tool.
– Erwin Kalvelagen
Nov 11 at 14:24
add a comment |
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How were you even using
linprogat all?linprogis linear programming, and your objective is nonlinear.– user2357112
Nov 10 at 16:48
@user2357112, as I mentioned in my first post, Initially my problem was linear, so I was using linprog. Can you please suggest me which non linear technique is suitable for handling around 100,000 rows of data set in python?
– Jesmin
Nov 10 at 17:14
Any suggestion please?
– Jesmin
Nov 11 at 11:51
Your model is not very clearly stated, so I don't understand it. Large scale nonlinear programming solvers are readily available (to mention a few: ipopt, minos, snopt, conopt, knitro). Many can be accessed through the Pyomo Python modeling tool.
– Erwin Kalvelagen
Nov 11 at 14:24