Hello,<br>
<br>
Alright, thanks a lot both of you. It definitely works better now.<br><br>Best,<br>Joel<br><br><div class="gmail_quote">2011/9/2 Andreas Waechter <span dir="ltr"><<a href="mailto:awaechter.iems@gmail.com">awaechter.iems@gmail.com</a>></span><br>
<blockquote class="gmail_quote" style="margin: 0pt 0pt 0pt 0.8ex; border-left: 1px solid rgb(204, 204, 204); padding-left: 1ex;">Hi Joel,<br>
<br>
To follow up with Giacomo's suggestion, Ipopt usually honors variable<br>
bounds in all iterations (with the caveat of the effect of the<br>
"bound_relax_factor" option that Giacomo mentioned - see the<br>
documentation). So, if you have a function f(x) which is not defined<br>
for an argument x<x_L, you can just explicitly set the bound x>=x_L in<br>
the model you give to Ipopt. If the argument of f(x) is a function<br>
itself, e.g., f(g(z)), you can introduce an auxiliary variable x and<br>
include the constraints<br>
<br>
x = g(z)<br>
x >= x_L<br>
<br>
Hope this helps,<br>
<font color="#888888"><br>
Andreas<br>
</font><div><div></div><div class="h5"><br>
On 08/26/2011 04:21 PM, Giacomo Nannicini wrote:<br>
> Joel,<br>
> did you try bound_relax_factor 0? It should do the trick. It could<br>
> decrease performance of the optimization but in most cases, I didn't<br>
> notice the difference.<br>
><br>
> Giacomo<br>
><br>
> On Fri, Aug 26, 2011 at 4:55 PM, Joel Andersson<br>
> <<a href="mailto:joel.andersson@esat.kuleuven.be">joel.andersson@esat.kuleuven.be</a>> wrote:<br>
>> Hello all,<br>
>><br>
>> Is there some way to give some "hard" bounds to some constraints or<br>
>> variables in IPOPT? In my case, the result of the evaluation is<br>
>> unpredictable when I go outside the bounds on some variables. I guess I<br>
>> could have the callback function return an evaluation failure, but is there<br>
>> some "prettier" way?<br>
>><br>
>> Best,<br>
>> Joel<br>
>><br>
>> --<br>
>> Joel Andersson, PhD Student<br>
>> Electrical Engineering Department (ESAT-SCD), Room 05.11,<br>
>> K.U.Leuven, Kasteelpark Arenberg 10 - bus 2446, 3001 Heverlee, Belgium<br>
>> Phone: <a href="tel:%2B32-16-321819" value="+3216321819">+32-16-321819</a><br>
>> Mobile: <a href="tel:%2B32-486-672874" value="+32486672874">+32-486-672874</a> (Belgium) / <a href="tel:%2B34-63-4452111" value="+34634452111">+34-63-4452111</a> (Spain) / <a href="tel:%2B46-727-365878" value="+46727365878">+46-727-365878</a><br>
>> (Sweden)<br>
>><br>
>> Private address: Weidestraat 5, 3000 Leuven, Belgium<br>
>><br>
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</div></div></blockquote></div><br><br clear="all"><br>-- <br>Joel Andersson, PhD Student<br>Electrical Engineering Department (ESAT-SCD), Room 05.11,<br>K.U.Leuven, Kasteelpark Arenberg 10 - bus 2446, 3001 Heverlee, Belgium<br>
Phone: +32-16-321819<br>Mobile: +32-486-672874 (Belgium) / +34-63-4452111 (Spain) / +46-727-365878 (Sweden)<br><br>Private address: Weidestraat 5, 3000 Leuven, Belgium<br>