<div dir="ltr">Hello,<div><br></div><div>In case this was not obvious: I left off the square in the QP objective:</div><div><br></div><div>min sum_j (x_j - X0_j)^2</div><div><br></div><div>-Steve<br><br><div class="gmail_quote"><div dir="ltr">On Thu, Oct 25, 2018 at 3:10 PM Steven Dirkse <<a href="mailto:sdirkse@gams.com">sdirkse@gams.com</a>> wrote:<br></div><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div dir="ltr">R,<div><br></div><div>You cannot generate points that satisfy quadratic constraints, at least not in the same way you could generate a point that satisfies finite variables bounds. Sounds like you could generate a point X0 satisfying </div><div><br></div><div>L <= X0 <= U</div><div><br></div><div>(any random number generator will do this) and then use IPOPT to solve the QP</div><div><br></div><div>min sum_j (x_j - X0_j)</div><div>s.t. L <= x <= U x satisfies the quadratic constraints</div><div><br></div><div>-Steve</div></div><br><div class="gmail_quote"><div dir="ltr">On Thu, Oct 25, 2018 at 1:21 PM R zu <<a href="mailto:rzu512@gmail.com" target="_blank">rzu512@gmail.com</a>> wrote:<br></div><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div dir="ltr"><div>How to randomly generate a starting point that is within bounds and satisfies a set of (quadratic) constraints?</div><div><br></div><div>Can Ipopt do that for me?</div><div><br></div><div>Thanks again.<br></div></div>
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</blockquote></div><br clear="all"><div><br></div>-- <br><div dir="ltr" class="m_-6185282823256892323gmail_signature" data-smartmail="gmail_signature"><div dir="ltr"><div>Steven Dirkse, Ph.D.<br>GAMS Development Corp. <br>office: 202.342.0180<br><br></div></div></div>
</blockquote></div><br clear="all"><div><br></div>-- <br><div dir="ltr" class="gmail_signature" data-smartmail="gmail_signature"><div dir="ltr"><div>Steven Dirkse, Ph.D.<br>GAMS Development Corp. <br>office: 202.342.0180<br><br></div></div></div></div></div>