[Ipopt] Help

Mohamad Reisi mohamad.reisi at in.iut.ac.ir
Tue Oct 2 14:57:16 EDT 2012


Dear all,

I have a quadratic model with continuous variables in the form of:

   Maximize   Z = sum(i, ai * Xi) - sum(i, sum(j, bij * Xi * Xj))
   Subject to: 0 <= Xi <=1

which ai and bij are non-negative coefficient.
I want to know, is the ipopt could solve this model optimally or not?
Note: It has been proved that the solution of the above continuous model is integer.
Please help me, about this question.

Thanks.
M. Reisi

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