[Ipopt] Non-convex Objective that is Convex on a (Convex) Feasible Region

Victor Wu vwwu at umich.edu
Mon Sep 12 10:36:41 EDT 2016


I have a nonlinear problem where the objective function is non-convex in
general, but is convex over the (convex) feasible region of interest (thus,
theoretically I have a convex problem).  Do you have any recommendations on
how I should represent the objective (i.e., write the objective in its
original non-convex form and enforce my feasible region or do something
else) in IpOpt?  My concern is whether IpOpt would reach the
*theoretically* global minimizer and if it depends on my implementation.

Thank you,
Victor Wu
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