[Ipopt] Hard constraints in IPOPT

[Joel Andersson]

Hello,

Alright, thanks a lot both of you. It definitely works better now.

Best,
Joel

2011/9/2 Andreas Waechter <awaechter.iems at gmail.com>

> Hi Joel,
>
> To follow up with Giacomo's suggestion, Ipopt usually honors variable
> bounds in all iterations (with the caveat of the effect of the
> "bound_relax_factor" option that Giacomo mentioned - see the
> documentation).  So, if you have a function f(x) which is not defined
> for an argument x<x_L, you can just explicitly set the bound x>=x_L in
> the model you give to Ipopt.  If the argument of f(x) is a function
> itself, e.g., f(g(z)), you can introduce an auxiliary variable x and
> include the constraints
>
> x = g(z)
> x >= x_L
>
> Hope this helps,
>
> Andreas
>
> On 08/26/2011 04:21 PM, Giacomo Nannicini wrote:
> > Joel,
> > did you try bound_relax_factor 0? It should do the trick. It could
> > decrease performance of the optimization but in most cases, I didn't
> > notice the difference.
> >
> > Giacomo
> >
> > On Fri, Aug 26, 2011 at 4:55 PM, Joel Andersson
> > <joel.andersson at esat.kuleuven.be>  wrote:
> >> Hello all,
> >>
> >> Is there some way to give some "hard" bounds to some constraints or
> >> variables in IPOPT? In my case, the result of the evaluation is
> >> unpredictable when I go outside the bounds on some variables. I guess I
> >> could have the callback function return an evaluation failure, but is
> there
> >> some "prettier" way?
> >>
> >> Best,
> >> Joel
> >>
> >> --
> >> Joel Andersson, PhD Student
> >> Electrical Engineering Department (ESAT-SCD), Room 05.11,
> >> K.U.Leuven, Kasteelpark Arenberg 10 - bus 2446, 3001 Heverlee, Belgium
> >> Phone: +32-16-321819
> >> Mobile: +32-486-672874 (Belgium) / +34-63-4452111 (Spain) /
> +46-727-365878
> >> (Sweden)
> >>
> >> Private address: Weidestraat 5, 3000 Leuven, Belgium
> >>
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-- 
Joel Andersson, PhD Student
Electrical Engineering Department (ESAT-SCD), Room 05.11,
K.U.Leuven, Kasteelpark Arenberg 10 - bus 2446, 3001 Heverlee, Belgium
Phone: +32-16-321819
Mobile: +32-486-672874 (Belgium) / +34-63-4452111 (Spain) / +46-727-365878
(Sweden)

Private address: Weidestraat 5, 3000 Leuven, Belgium
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