[Ipopt] Question concerning presence of indefinite terms in function

Maxime Boulay mboulay at flogen.com
Tue Nov 28 16:26:43 EST 2017



I am using ipopt to solve an objective function which contains an expression
of the form x*log(x/(a+x)). This results in a derivative of the form
log(x/(a+x)) and a second derivative of the form a/(x*(x+a)) when
considering other terms in the function. Since this will lead to problems
whenever x = 0 or x < 0, I am not sure about the best way to treat those
cases. I have tried equating the expression to 0 whenever those cases are
met but this seems wrong since the expression doesn't tend to 0 when
approaching the critical values. This also seems to slow down the time taken
to find a solution whenever the initial values given or the solution include
an x=0. 


Given the fact that many of these may pop out since the function includes a
summation, what would be the most efficient and correct way to deal with


Thank you.


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