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

Stefan Vigerske stefan at math.hu-berlin.de
Mon Sep 12 10:47:16 EDT 2016


if you provide a feasible starting point, I would imagine that 
nonconvexity of the objective function outside of the feasible area 
doesn't matter.


On 09/12/2016 04:36 PM, Victor Wu wrote:
> Hello,
> 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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