[Coin-ipopt] How to couple variables in Ipopt without reformulation

Andreas Waechter andreasw at watson.ibm.com
Mon Dec 18 16:55:38 EST 2006

Hi Danh,

Sorry, I just realized that nobody ever answered to your question.

> I need to modify my current optimization problem by posing some constraints 
> of coupling variables:
> max f(x)                         max f(x)
> s.t.                                s.t.
> c(x)=0                  =>    c(x)=0
> x_U <= x <= x_L           x_i =x_j  (still unknowns)
>                                                  i = 1,3,5 j=2,4,6 for 
> example
>                                     x_L <= x <= x_U
> Is there any way to express these additional equalities without reformulation 
> of the optimization problem?

No, you will have to modify your code that formulates the NLP.  You will 
have to add more (very simple) equality constraints.



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