<html><body><div style="color:#000; background-color:#fff; font-family:times new roman, new york, times, serif;font-size:12pt"><div><div>Thank's for your response. To be honest I had finished my CO major awhile ago, and a bit rusty on theory.</div><div>On a very simplified level, that's what I am trying to achieve</div><div><br></div><div>maximize price:</div><div><span class="Apple-tab-span" style="white-space:pre"> </span>if x>=a and x <=b then 1 else 0</div><div><br></div><div>But IPOPT gives me all zero solution which is obviously is not optimal.</div><div>What should be done to make IPOPT solve it correctly? Am I missing anything (any ipopt option)?</div><div>Is it even possible to solve it?</div><div>Or maybe you can recomend any other more suitable solver.</div><div><br></div><div>Thanks a bunch,</div><div>Greg</div></div><div style="font-family: 'times new roman', 'new york', times, serif; font-size: 12pt; "><br></div><div style="font-size:
12pt; font-family: 'times new roman', 'new york', times, serif; "><div style="font-size: 12pt; font-family: 'times new roman', 'new york', times, serif; "><font size="2" face="Arial"><hr size="1"><b><span style="font-weight:bold;">From:</span></b> Andrea Walther <andrea.walther@uni-paderborn.de><br><b><span style="font-weight: bold;">To:</span></b> Stefan Vigerske <stefan@math.hu-berlin.de><br><b><span style="font-weight: bold;">Cc:</span></b> Gregory K. <khoroshylov@yahoo.com>; ipopt@list.coin-or.org<br><b><span style="font-weight: bold;">Sent:</span></b> Monday, September 19, 2011 2:05:14 AM<br><b><span style="font-weight: bold;">Subject:</span></b> Re: [Ipopt] If statement in objective function<br></font><br>Hi,<br><br>> I don't know how AMPL computes derivatives for functions containing<br>> if-statements, but you should make sure that you have at least<br>> continuous first derivatives for Ipopt to work.<br><br>as far as
I know, AMPL uses Automatic Differentiation for the derivative<br>calculation. Therefore, as long as you are not right at the kink caused<br>by the if statement you get a derivative that is valid in a certain<br>region around the current point. However, if this point is close to the<br>kink the derivative information perhaps is not that useful. This might<br>cause the problems in the optimisation process.<br><br>Best regards,<br><br>Andrea Walther<br><br>-- <br>Prof. Dr. Andrea Walther<br>Lehrstuhl fuer Mathematik und ihre Anwendungen<br>Institut fuer Mathematik<br>Universitaet Paderborn<br>Warburger Str. 100<br>33098 Paderborn<br><br>Email: <a ymailto="mailto:andrea.walther@uni-paderborn.de" href="mailto:andrea.walther@uni-paderborn.de">andrea.walther@uni-paderborn.de</a><br>Phone: ++49 5251 602721<br>Fax: ++49 5251 603728<br><br>**********<br><br><br><br></div></div></div></body></html>