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Hello,<br><br>I am trying to solve, with IPOPT, a continuous non-linear optimization problems which include the following constraints and variables (code in AMPL below):<br><br>var ga{i in S} >=0, <=1;<br>var w{i in S} >= 0;<br><br>subject to we1 {i in S}: w[i] >= 0.0001* ga[i];<br>subject to we2 {i in S}: w[i] - ga[i] <= 0;<br>subject to we3{i in ST}: (ga[i]-0)*(ga[i]-1) >= 0;<br><br><br>IPOPT terminates (fast) by telling me that it found the optimal solution.<br>However, the solution found IPOPT is not optimal. It can be verified easily on small problem instances.<br><br>What is it due to? How could I solve (slightly modify the formulation, scaling, etc.) this issue? <br><br>Thanks,<br><br>Pratim<br><br><br><br><br /><hr />Get more done, have more fun, and stay more connected with Windows Mobile®. <a href='http://clk.atdmt.com/MRT/go/119642556/direct/01/' target='_new'>See how.</a></body>
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