[Ipopt] non-convex model in IPOPT

[Hossein Haghighat]

Hello,
I was wondering if I can solve a problem in the following form by IPOPT:

Min L (x,y,mu)= F(x)+ mu * y      (a1)

s.t.



g(x,y) = 0     : mu               (a2)
h(x,y)<= 0     : lambda           (a3)

where "mu" is the Lagrange multiplier of equality constraint (a2) appearing
in the objective function.
this problem is non-convex. is it true? and can it be solved by IPOPT?

-- 
regards,
Hossein.
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