<div dir="ltr">yes, it might leads to A=B=0. <div><br></div><div>I do not have further comment, so wait for others response, but it is more helpful that you post details of your optimization problem.<br><br><div class="gmail_quote">
On Thu, Nov 11, 2010 at 11:21 AM, Lewis I <span dir="ltr"><<a href="mailto:lewis369lewis@yahoo.com">lewis369lewis@yahoo.com</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex;">
<table cellspacing="0" cellpadding="0" border="0"><tbody><tr><td valign="top" style="font:inherit">But for some reasons, I do not want A and B to become zero after the optimization.<br>And A and B may become zero after the optimization.<div class="im">
<br><div><span style="font-size:medium"><div><font face="arial" size="3"><span style="font-size:13px">Thank you so much.</span></font></div><div><div><font face="arial" size="3"><span style="font-size:13px"><br></span></font></div>
<div><font face="arial" size="3"><span style="font-size:13px">Lewis </span></font></div></div></span></div><div><br></div></div><div><div class="im"><br>--- On <b>Thu, 11/11/10, R Tavakoli <i><<a href="mailto:rohtav@gmail.com" target="_blank">rohtav@gmail.com</a>></i></b> wrote:<br>
</div><blockquote style="border-left:2px solid rgb(16, 16, 255);margin-left:5px;padding-left:5px"><div class="im"><br>From: R Tavakoli <<a href="mailto:rohtav@gmail.com" target="_blank">rohtav@gmail.com</a>><br>Subject: Re: [Ipopt] How to define a non-zero constraint?<br>
To: "Lewis I"
<<a href="mailto:lewis369lewis@yahoo.com" target="_blank">lewis369lewis@yahoo.com</a>><br>Cc: <a href="mailto:ipopt@list.coin-or.org" target="_blank">ipopt@list.coin-or.org</a><br></div>Date: Thursday, November 11, 2010, 7:33 AM<div>
<div></div><div class="h5"><br><br><div><div dir="ltr">then why not solve for something like this: <div><br></div><div>A*B - (A+B) = 0<div><div><br><div>On Thu, Nov 11, 2010 at 10:59 AM, Lewis I <span dir="ltr"><<a rel="nofollow" href="http://mc/compose?to=lewis369lewis@yahoo.com" target="_blank">lewis369lewis@yahoo.com</a>></span> wrote:<br>
<blockquote style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><table cellspacing="0" cellpadding="0" border="0"><tbody><tr><td valign="top" style="font:inherit"><div><font face="arial" size="3"><span style="font-size:13px">In fact, now I have many constraints as the following form : (A*B)/(A+B)=1</span></font></div>
<div><font face="arial" size="3"><span style="font-size:13px">I need to constrain A and B be no-zero in order to prevent the constraints become invalid.</span></font></div><div><font face="arial" size="3"><span style="font-size:13px">Thank you so much.</span></font></div>
<div><div><font face="arial" size="3"><span style="font-size:13px"><br></span></font></div><div><font face="arial" size="3"><span style="font-size:13px">Lewis </span></font></div><br><font face="arial" size="4"><span style="font-size:10pt">--- On </span></font><b style="font-family:arial;font-size:10pt">Thu, 11/11/10, R <span>Tavakoli</span> <i><<a rel="nofollow" href="http://mc/compose?to=rohtav@gmail.com" target="_blank">rohtav@gmail.com</a>></i></b><font face="arial" size="4"><span style="font-size:10pt"> wrote:</span></font><br>
</div><blockquote style="border-left-width:2px;border-left-style:solid;border-left-color:rgb(16, 16, 255);margin-left:5px;padding-left:5px;font-family:arial;font-size:10pt"><div><br>From: R Tavakoli <<a rel="nofollow" href="http://mc/compose?to=rohtav@gmail.com" target="_blank">rohtav@gmail.com</a>><br>
Subject: Re: [Ipopt] How to define a non-zero constraint?<br>To: "Lewis I" <<a rel="nofollow" href="http://mc/compose?to=lewis369lewis@yahoo.com" target="_blank">lewis369lewis@yahoo.com</a>><br>Cc: <a rel="nofollow" href="http://mc/compose?to=ipopt@list.coin-or.org" target="_blank">ipopt@list.coin-or.org</a><br>
</div>Date: Thursday, November 11, 2010, 7:20 AM<div><div></div><div><br><br><div><div dir="ltr">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.<div>
<br></div><div>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 ...<br>
<br>
<div>On Thu, Nov 11, 2010 at 10:35 AM, Lewis I <span dir="ltr"><<a rel="nofollow" href="http://mc/compose?to=lewis369lewis@yahoo.com" target="_blank">lewis369lewis@yahoo.com</a>></span> wrote:<br><blockquote style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<div><div></div><div>Hi<br>
<br>
But how about if I have more than one non-zero constraints (a!=0,b!=0, c!=0,.....)?<br>
Thank you.<br>
<br>
Lewis<br>
<br>
--- On Thu, 11/11/10, R Tavakoli <<a rel="nofollow" href="http://mc/compose?to=rohtav@gmail.com" target="_blank">rohtav@gmail.com</a>> wrote:<br>
<br>
From: R Tavakoli <<a rel="nofollow" href="http://mc/compose?to=rohtav@gmail.com" target="_blank">rohtav@gmail.com</a>><br>
Subject: Re: [Ipopt] How to define a non-zero constraint?<br>
To: "Lewis I" <<a rel="nofollow" href="http://mc/compose?to=lewis369lewis@yahoo.com" target="_blank">lewis369lewis@yahoo.com</a>><br>
Cc: <a rel="nofollow" href="http://mc/compose?to=ipopt@list.coin-or.org" target="_blank">ipopt@list.coin-or.org</a><br>
Date: Thursday, November 11, 2010, 6:29 AM<br>
<br>
as almost the same alternative: (a-b)(a+b)>0 and b>0<br>
a comment: if you have only one constraint like a!=0 there is a more robust strategy: solve two distinct<br>
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).<br>
<br>
<br>
<br>
On Thu, Nov 11, 2010 at 9:33 AM, Lewis I <<a rel="nofollow" href="http://mc/compose?to=lewis369lewis@yahoo.com" target="_blank">lewis369lewis@yahoo.com</a>> wrote:<br>
<br>
<br>
Hello,<br>
<br>
<br>
<br>
I am try to define a non-zero constraint. i.e. a!=0<br>
<br>
I am trying to use: a*a-0.000001>=0.<br>
<br>
where 0.000001 is the tolerance from zero.<br>
<br>
But I found the outcome was not so good.<br>
<br>
Do anyone has any ideas on modeling a non-zero constraint.<br>
<br>
Thank you so much<br>
<br>
<br>
<br>
Regards,<br>
<br>
Lewis<br>
<br>
<br>
<br>
<br>
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