Hello,<div>I was wondering if I can solve a problem in the following form by IPOPT:</div><div><br></div><div><p class="MsoNormal" style="margin-bottom:0cm;margin-bottom:.0001pt;text-align:
justify;line-height:normal;mso-layout-grid-align:none;text-autospace:none"><span style="font-size:10.0pt;font-family:"Courier New";color:#943634;mso-themecolor:
accent2;mso-themeshade:191">Min L (x,y,mu)= F(x)+ mu * y<span style="mso-spacerun:yes"> </span>(a1)</span></p>
<p class="MsoNormal" style="margin-bottom:0cm;margin-bottom:.0001pt;text-align:
justify;line-height:normal;mso-layout-grid-align:none;text-autospace:none"><span style="font-size:10.0pt;font-family:"Courier New";color:#943634;mso-themecolor:
accent2;mso-themeshade:191">s.t.</span></p>
<p class="MsoNormal" style="margin-bottom:0cm;margin-bottom:.0001pt;text-align:
justify;line-height:normal;mso-layout-grid-align:none;text-autospace:none"><span style="font-size:10.0pt;font-family:"Courier New";color:#943634;mso-themecolor:
accent2;mso-themeshade:191"><span style="mso-spacerun:yes"> </span></span></p>
<p class="MsoNormal" style="margin-bottom:0cm;margin-bottom:.0001pt;text-align:
justify;line-height:normal;mso-layout-grid-align:none;text-autospace:none"><span style="font-size:10.0pt;font-family:"Courier New";color:#943634;mso-themecolor:
accent2;mso-themeshade:191">g(x,y) = 0<span style="mso-spacerun:yes">
</span>: mu<span style="mso-spacerun:yes"> </span>(a2)</span></p>
<span style="font-size:10.0pt;line-height:115%;font-family:"Courier New";
mso-fareast-font-family:Calibri;mso-fareast-theme-font:minor-latin;color:#943634;
mso-themecolor:accent2;mso-themeshade:191;mso-ansi-language:EN-CA;mso-fareast-language:
EN-US;mso-bidi-language:AR-SA">h(x,y)<= 0<span style="mso-spacerun:yes">
</span>: lambda<span style="mso-tab-count:2"> </span><span style="mso-spacerun:yes"> </span>(a3) </span><br clear="all"><br>where "mu" is the Lagrange multiplier of equality constraint (a2) appearing in the objective function. </div>
<div>this problem is non-convex. is it true? and can it be solved by IPOPT?</div><div><br></div><div>-- <br>regards,<br>Hossein.<br>
</div>