[Ipopt] Inequality Constraint issue

Stefan Vigerske stefan at math.hu-berlin.de
Wed Jun 19 12:24:30 EDT 2013


if you look at the solution for the model with =e=, maybe it gives you 
some hint on how to set the starting point for Ipopt with the =l= model, 
so Ipopt has higher chances to converge.


On 06/19/2013 06:02 PM, reischl maxi wrote:
> 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.
> Greetings
> Max
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