[Ipopt] If statement in objective function

Stefan Vigerske stefan at math.hu-berlin.de
Sun Sep 18 06:55:37 EDT 2011


I don't know how AMPL computes derivatives for functions containing 
if-statements, but you should make sure that you have at least 
continuous first derivatives for Ipopt to work. Things like if 
statements easily introduce discontinuities, which Ipopt cannot handle.
Maybe the derivative checker in Ipopt gives some hint whether this is 
the problem in your case.


> Hi all,
> I am new to this list and I hope it is still active, and I will be able to find knowledgeable folks around here.
> I have the following, hopefully easy question.
> After some remodeling of my model I've realized that it would be much
> much simpler and contain much less variables and constraints if IF
> statements are used.
> I was successful in rewriting the model but now have a problem with AMPL\IPOPT solving it with IF statements in objective function. It returns all zero solution if IF statement is used in objective function
> My problem is NLP, but in the future might be developed into MINLP.
> Is there some IPOPT option that I have to use? Or maybe it's not possible at all (I hope not). Am I missing something?
> Cheers,
> Greg
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> Ipopt at list.coin-or.org
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