[Ipopt] How to define a non-zero constraint?

[Lewis I]

In fact, now I have many constraints as the following form : (A*B)/(A+B)=1I need to constrain A and B be no-zero in order to prevent the constraints become invalid.Thank you so much.
Lewis 
--- On Thu, 11/11/10, R Tavakoli <rohtav at gmail.com> wrote:

From: R Tavakoli <rohtav at gmail.com>
Subject: Re: [Ipopt] How to define a non-zero constraint?
To: "Lewis I" <lewis369lewis at yahoo.com>
Cc: ipopt at list.coin-or.org
Date: Thursday, November 11, 2010, 7:20 AM

I think hat if you describe the structure of your problem in more details, peoples may give you better solutions. in general there might be several strategies, formulation depend on structure of problem, number of variables (constraints) and behavior of problem in practice.


e.g., did you tried your problem without constraints like x!=0, and if the see if any variable violate your constraints, and if doing a little shift in variable and see the objective function value ...



On Thu, Nov 11, 2010 at 10:35 AM, Lewis I <lewis369lewis at yahoo.com> wrote:


Hi



But how about if I have more than one  non-zero constraints (a!=0,b!=0, c!=0,.....)?

Thank you.



Lewis



--- On Thu, 11/11/10, R Tavakoli <rohtav at gmail.com> wrote:



From: R Tavakoli <rohtav at gmail.com>

Subject: Re: [Ipopt] How to define a non-zero constraint?

To: "Lewis I" <lewis369lewis at yahoo.com>

Cc: ipopt at list.coin-or.org

Date: Thursday, November 11, 2010, 6:29 AM



as almost the same alternative: (a-b)(a+b)>0 and b>0

a comment: if you have only one constraint like  a!=0  there is a more robust strategy: solve two distinct

 optimization problems, one with constraint a>0 and one with constraints a<0 (you may replace 0 with a small positive number you want), then the actual solution is the solution to one of these problems with the least objective functional (benefit is the convexity of constraint set in this way).







 

On Thu, Nov 11, 2010 at 9:33 AM, Lewis I <lewis369lewis at yahoo.com> wrote:





Hello,







I am try to define a non-zero constraint. i.e. a!=0



I am trying to use:     a*a-0.000001>=0.



where 0.000001 is the tolerance from zero.



But I found the outcome was not so good.



Do anyone has any ideas on modeling a non-zero constraint.



Thank you so much







Regards,



Lewis



















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