[Ipopt] Inequality Constraint issue

reischl maxi the_oetzi at yahoo.de
Wed Jun 19 12:02:08 EDT 2013

Hello all,

i have a problem in a Gams model, using mums as solver.
If i set the inequality constraint to =l= (lesser or equal to) the solver doesnt find the optimal solution.
If set to =e= (equal to) the optimal solution is found.

I suspect i have a nonlinear problem because im using PDF and Cumulated PDF of a normal distribution in the objective funtion.

I tried setting 
bound_relax_factor to 0 as proposed in the tipps and tricks list.. it sadly did not help.
I can confidentially send the gams model if someone wants to take a look at it.

Im grateful for any help.
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