[Coin-ipopt] Re: the question about Ipopt examples (How to define InEquality constraints)
saeed serpooshan
sserpooshan at yahoo.com
Tue Dec 13 02:49:06 EST 2005
hi dear Zhang
you can simply convert [an inequality constraint] to [an equality constraint and a simple bound] as shown in this example:
inequality constraint: x1^3 + 4 >= 5*x2
move all expressions into left side we have:
(x1^3 + 4 - 5*x2) >= 0
it is equal to:
(x1^3 + 4 - 5*x2) + S = 0 , AND, S <= 0
this is true because if f(x) should be GREATER than zero, then f(x) plus "a negative value" will be EQUAL to zero.
so you should define a new variable (S) and specify its upper bound to zero (S<=0) and use equality constraint (x1^3 + 4 - 5*x2) + S = 0 instead of original inequality constraint.
i hope this help you
if you do not understand this, i can send an example file for you..
good luck
saeed serpooshan
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
zwerhu <zwerhu at graduate.shu.edu.cn> wrote:
Dear Dr. Andreas,
I have a problem to ask you for some help.My major is not about optimization, but I must solve some NLP problems for the current research aim. Though I am not very good at nonlinear programming theory, I managed to use Ipopt to solve some NLP problems which has only equality constraints. But I have really some difficulties in solving the problems with inequality constraints. I have studied your theses about Ipopt and you said that we can use the slack variables. But I can't find the example that treat about this kind of problems in your paper and there're no examples in the Matlab interface files that I downloaded. Can you give me a simple example that solve the NLP with inequality constraint(including some details) ? Or can you show me the paper of yours that concern about this kind of problem? I think that there should be some examples about this kind of problems in the example files of Ipopt Matlab interface. I know this may cost you some time, and we will be very thankful to
your help.
Best Wishes
W. Zhang
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