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pythontensorflowoptimization

Tensorflow: how to minimize under constraints


I am facing a numerical optimization problem subject to constraints, equalities and inequalities. It looks like everything is in tensorflow for this task, reading documentation such as https://www.tensorflow.org/api_docs/python/tf/contrib/constrained_optimization .

Though I am missing a minimal working example. I have done extensive googling with no result. Can anyone share some useful ressource with me? Preferably running in eager mode.

edit:

I have now found https://github.com/tensorflow/tensorflow/tree/master/tensorflow/contrib/constrained_optimization

I am still welcoming any additional resources.


Solution

  • There has been a few upvotes to this question since I asked, so I guess that more people are looking for a solution. In my case, for my specific problem I decided to move from tensorflow to pyomo to run the constrained optimization. Maybe this can help others.