[Ipopt] Using IPOPT for systems of nonlinear equations

simon.scheidegger at bf.uzh.ch simon.scheidegger at bf.uzh.ch
Mon Nov 19 07:56:21 EST 2012


Hi everyone, 

I would like to use IPOPT to solve systems of nonlinear equations
(as I use it already at another location of the code to solve an optimization problem, 
so  this would be very handy).

However, I somehow fail to set the options for IPOPT appropriately for this purpose:

I was proceeding as follows:
In order to use an optimizer to solve systems of nonlinear equations, 
this can be achieved by setting the objective function to zero, i.e. 

 min  f(x) = 0
   x 

and putting the system of nonlinear equations as "equality constraints".

An easy example: 

objective function:
f(x) = 0

nonlinear equation:

f1 : (x -1)^2 =0


However, when I run this example (following the example of the tutorial, i.e. hs071_f.f), i obtain 
wrong results.

I attached the log file, the makefile and the corresponding Fortran example. 

I would be glad if someone could help me here. 

Kind regards, 

Simon



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