[Coin-ipopt] Unconstrained optimization

Andrew Lambe andrew.lambe at utoronto.ca
Tue Jun 28 14:48:27 EDT 2005


Hi,

I am currently testing IPOPT with the following (unconstrained) optimization
problem:

C***********************************************
C    	min      100*(x2 - x1^2)^2 + (1 - x1)^2
C
C	s.t.	x1 + x2 - x3 = 0
C
C     Starting point:
C        x = (-1.2, 1.0, -0.2)
C***********************************************

where x3 is a slack variable and its bounds are defined as -1.d20 and 1.d20,
with x1 and x2 unbounded. Every time I run this problem, regardless of choice of
starting point or bounds on x3, I either get error 1 or error 18. I just wanted
to know if IPOPT is able to work with unconstrained optimization at all. Thanks.

Andrew Lambe
Summer Student
University of Toronto Institute for Aerospace Studies (UTIAS)




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