[Ipopt] How to define a non-zero constraint?
R Tavakoli
rohtav at gmail.com
Thu Nov 11 02:57:24 EST 2010
yes, it might leads to A=B=0.
I do not have further comment, so wait for others response, but it is more
helpful that you post details of your optimization problem.
On Thu, Nov 11, 2010 at 11:21 AM, Lewis I <lewis369lewis at yahoo.com> wrote:
> But for some reasons, I do not want A and B to become zero after the
> optimization.
> And A and B may become zero after the optimization.
>
> Thank you so much.
>
> Lewis
>
>
> --- On *Thu, 11/11/10, R Tavakoli <rohtav at gmail.com>* wrote:
>
>
> From: R Tavakoli <rohtav at gmail.com>
> Subject: Re: [Ipopt] How to define a non-zero constraint?
> To: "Lewis I" <lewis369lewis at yahoo.com>
> Cc: ipopt at list.coin-or.org
> Date: Thursday, November 11, 2010, 7:33 AM
>
>
> then why not solve for something like this:
>
> A*B - (A+B) = 0
>
> On Thu, Nov 11, 2010 at 10:59 AM, Lewis I <lewis369lewis at yahoo.com<http://mc/compose?to=lewis369lewis@yahoo.com>
> > wrote:
>
> In fact, now I have many constraints as the following form : (A*B)/(A+B)=1
> I need to constrain A and B be no-zero in order to prevent the constraints
> become invalid.
> Thank you so much.
>
> Lewis
>
> --- On *Thu, 11/11/10, R Tavakoli <rohtav at gmail.com<http://mc/compose?to=rohtav@gmail.com>
> >* wrote:
>
>
> From: R Tavakoli <rohtav at gmail.com <http://mc/compose?to=rohtav@gmail.com>
> >
> Subject: Re: [Ipopt] How to define a non-zero constraint?
> To: "Lewis I" <lewis369lewis at yahoo.com<http://mc/compose?to=lewis369lewis@yahoo.com>
> >
> Cc: ipopt at list.coin-or.org <http://mc/compose?to=ipopt@list.coin-or.org>
> Date: Thursday, November 11, 2010, 7:20 AM
>
>
> I think hat if you describe the structure of your problem in more details,
> peoples may give you better solutions. in general there might be several
> strategies, formulation depend on structure of problem, number of variables
> (constraints) and behavior of problem in practice.
>
> e.g., did you tried your problem without constraints like x!=0, and if the
> see if any variable violate your constraints, and if doing a little shift in
> variable and see the objective function value ...
>
> On Thu, Nov 11, 2010 at 10:35 AM, Lewis I <lewis369lewis at yahoo.com<http://mc/compose?to=lewis369lewis@yahoo.com>
> > wrote:
>
> Hi
>
> But how about if I have more than one non-zero constraints (a!=0,b!=0,
> c!=0,.....)?
> Thank you.
>
> Lewis
>
> --- On Thu, 11/11/10, R Tavakoli <rohtav at gmail.com<http://mc/compose?to=rohtav@gmail.com>>
> wrote:
>
> From: R Tavakoli <rohtav at gmail.com <http://mc/compose?to=rohtav@gmail.com>
> >
> Subject: Re: [Ipopt] How to define a non-zero constraint?
> To: "Lewis I" <lewis369lewis at yahoo.com<http://mc/compose?to=lewis369lewis@yahoo.com>
> >
> Cc: ipopt at list.coin-or.org <http://mc/compose?to=ipopt@list.coin-or.org>
> Date: Thursday, November 11, 2010, 6:29 AM
>
> as almost the same alternative: (a-b)(a+b)>0 and b>0
> a comment: if you have only one constraint like a!=0 there is a
> more robust strategy: solve two distinct
> optimization problems, one with constraint a>0 and one with
> constraints a<0 (you may replace 0 with a small positive number you want),
> then the actual solution is the solution to one of these problems with the
> least objective functional (benefit is the convexity of constraint set in
> this way).
>
>
>
> On Thu, Nov 11, 2010 at 9:33 AM, Lewis I <lewis369lewis at yahoo.com<http://mc/compose?to=lewis369lewis@yahoo.com>>
> wrote:
>
>
> Hello,
>
>
>
> I am try to define a non-zero constraint. i.e. a!=0
>
> I am trying to use: a*a-0.000001>=0.
>
> where 0.000001 is the tolerance from zero.
>
> But I found the outcome was not so good.
>
> Do anyone has any ideas on modeling a non-zero constraint.
>
> Thank you so much
>
>
>
> Regards,
>
> Lewis
>
>
>
>
>
>
>
>
>
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