[Ipopt] Constraint multipliers

Stefan Vigerske stefan at math.hu-berlin.de
Fri Nov 7 04:47:18 EST 2014


Hi,

No, there are no ways to restrict or fix the dual multipliers in Ipopt.

Stefan

On 11/07/2014 02:53 AM, Redouane wrote:
> Hi,
> I'm trying to resolve a minimization problem, using ipopt with C++.
> I have 2 questions:
> 1) Is there a way to fix the value of one or more lambda (constraint
> multiplier),  not just initialise it.
> 2) Is here a way to rely constraint multipliers with variables,
> something like: x[1] + x[2] = lambda[1]; in my constraints.
>
> Thanks.
> _______________________________________________
> Ipopt mailing list
> Ipopt at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/ipopt
>



More information about the Ipopt mailing list