[Ipopt] Absolute value constraint

[Stefan Vigerske]

Hi,

> When I add a constraint involving absolute value to my problem it no longer converges. For example
>  
> sum(abs(xi)) <= U
> 
> Can anybody help me code a constraint that the optimiser can work with?

Maybe something like
sum(xiabs) <= U
xiabs >=  xi
xiabs >= -xi

Since minimizing xiabs is in the sense of sum(xiabs) <= U, you should
either have xiabs = |xi| in the optimum, if the constraint is active.

Stefan

> 
> Thanks
> 
> Dan
> 
> 
>       
> 
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