[Coin-ipopt] IPOPT within any MINLP solvers?

Frank J. Iannarilli franki at aerodyne.com
Tue Feb 15 16:39:30 EST 2005

--On Tuesday, February 15, 2005 4:22 PM -0500 Andreas Waechter 
<andreasw at watson.ibm.com> wrote:

> Just out of curiosity, would your MINLP problems be convex?  Also, would
> you want to provide you model in AMPL, or would you want to use some C/C++
> interface?

Hi Andreas,

The formulation I'm using at the moment is linear objective with quadratic 
non-linear constraints -- it's actually a least-absolute-deviations (LAD) 
fitting, with binary variables added to do some variable selection.  So the 
objective is the sum of deviations, and the constraints use the binary 
variables to zero-out selected deviations (with respect to hidden variables 
of the optimization).  Oh, so to answer your question:  convex.

I'd personally be most happy with an AMPL interface.

Good luck with your IPOPT/CBC MINLP effort!  You might periodically update 
this maillist as to your progress :-)

BTW, in the meantime, to solve my problem, is it worth my contemplating a 
quick and dirty hooking up of IPOPT to some B&B code?  I presently have 
"only" about 10 binary variables.  If so, any basic pointers?  Or is this 


Frank J. Iannarilli,  franki at aerodyne.com
Aerodyne Research, Inc., 45 Manning Rd., Billerica, MA 01821 USA

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