[Ipopt] Help

Stefan Vigerske stefan at math.hu-berlin.de
Wed Oct 3 10:32:40 EDT 2012


if the matrix given by the bij coefficients is positive semidefinite, 
then yet.
However, since you say that an optimal solution is integer, it more 
sounds like it is negative semidefinite.
You may then want to try some global NLP/QCP solver (Baron, Couenne, 


On 10/02/2012 08:57 PM, Mohamad Reisi wrote:
> 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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