[Coin-ipopt] Re: the question about Ipopt examples (How to define InEquality constraints)

[saeed serpooshan]

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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