[Ipopt] Do there exist some optimization problems which are impossible to solve?

[Andreas Waechter]

Hi Lewis,

This is a difficult question to answer in such generality.  As a 
guideline, you might want to try different ways to formulate your 
constraints, see, e.g., section 8 in the short Ipopt tutorial

http://drops.dagstuhl.de/volltexte/2009/2089/pdf/09061.WaechterAndreas.Paper.2089.pdf

Also, you might help the optimizer by trying different starting points, 
e.g., try to give it a feasible point.

To some degree, properly modeling a nonlinear nonconvesx optimization 
problem i na way that makes it easy to solve (or solve at all) is an art, 
and requires some time and experience.

Andreas

On Thu, 25 Feb 2010, Lewis I wrote:

> Dear All,
>
> I have tried to use ipopt to solve some problems for a long time, but it 
> always failed when I increase the number of constraints.
> I know it may be my own implementation problem, but I just wondering 
> that do there exist some optimization problems which are impossible to 
> solve in nowadays optimization technology?
> And these problems obj function and constraints are reasonable in reality.
> Please tell me if you know the answers.
> If yes, I will try to avoid those things.
> I would very appreciate if someone can help me.
> Thank you for your kind attention.
>
> Regards,
> Lewis
>
>
>
>
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