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

[Victor Wu]

Hi Stefan,

Thank you for your quick response!  A follow up question: if I start with
an infeasible solution, is it possible that I get trapped in a locally
optimal solution *just* outside the feasible region (assuming such
solutions exist)?

Victor

On Mon, Sep 12, 2016 at 10:47 AM, Stefan Vigerske <stefan at math.hu-berlin.de>
wrote:

> Hi,
>
> if you provide a feasible starting point, I would imagine that
> nonconvexity of the objective function outside of the feasible area doesn't
> matter.
>
> Stefan
>
>
>
> 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
>>
>>
>>
>> _______________________________________________
>> Ipopt mailing list
>> Ipopt at list.coin-or.org
>> https://urldefense.proofpoint.com/v2/url?u=http-3A__list.coi
>> n-2Dor.org_mailman_listinfo_ipopt&d=CwICAg&c=Ngd-ta5yRYsqe
>> UsEDgxhcqsYYY1Xs5ogLxWPA_2Wlc4&r=BRcuJnQr5NAzU29t80hk2r
>> sLc4vrlRySBDabuq0O1ZI&m=DHz4_ayi1_efxmdM578VdOrLBxYZHfluKOH
>> PPd0BK5E&s=uQ23hHdajrGJ4gLHizIm0kTYkgu1tfZ1W22iZ84mn9o&e=
>>
>>
>
> --
> http://www.gams.com/~stefan
>
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/ipopt/attachments/20160912/92dd10d4/attachment.html>