[Ipopt] Linear versus nonlinear constraints in IPOPT

Stefan Vigerske stefan at math.hu-berlin.de
Sat Nov 17 12:12:34 EST 2012


also for Ipopt, linear constraints are prefered.
Ipopt works with local linarizations of nonlinear constraints, so that 
almost or fully linear constraints lead to better approximations of the 
problem and hopefully faster performance.


On 11/17/2012 03:08 PM, Martijn Disse wrote:
> Dear all,
> I would like to pose a very simple question regarding the use of constraints in the IPOPT solver:
> Are linear constraints preferred over nonlinear constraints?
> I know that in a general sense linear constraints are preferred so one could resort to solver algorithms that make use of the linearity of the constraint. I do not know enough detail about the IPOPT algorithm to answer the question.
> Thank you for you answer in advance!
> Best,
> -Martijn Disse
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