[Ipopt] Problem with partly-linear constraints

[Илья Палачев]

Sorry, I made a typo:
g_{i j} are linear
g_i are partly linear (you can see the definition)

18.05.2015, 13:22, "Илья Палачев" <iliyapalachev at gmail.com>:
> Hi,
>
> I'm solving a problem with N^2 constraints. Ipopt solves it correctly.
>
> There is a method how to check all N^2 in a very fast time.
> That means that constraints are
>
> g_{i j} (x) >= 0,
> i = 1, ..., n
> j = 1, ..., n
>
> where all g_{i j} are partly-linear (or partly quadratic).
> And there is a method how to compute functions
>
> g_i (x) = min_{j = 1, ..., n} g_{i j} (x)
>
> very fast, i. e. in O(N log N) time.
> Can I use Ipopt to solve the problem with g_i and will it be stable for it?
>
> --
> Ilya
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