[Ipopt] non-convex model in IPOPT

[Christian]

Hello,

you should need to write the optimality conditions and transform your problem 
to one that ipopt can solve.

If I got it right you want to solve the basic problem

min_{x,y} F(x)
s.t. g(x,y)=0, h(x,y) <= 0

Am I right? Then your objective is F(x), your variables are x and y and your 
constraints are g and h. Here the bounds given to g are both zero and those 
given to h are 0 and +infinity.

That's all. It should be solvable by ipopt.

If I was not getting your problem, please be a bit more precise.

In gerneral the problem you are demanding is non-convex if there are no 
(strong) restrictions on g, h and F.

Hope this helps

Christian

vom Tuesday 26 July 2011 06:00:11:
> 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?

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