[Ipopt] Generate Starting point

[R zu]

In the end, I write a sampler over a simplex.
Thanks for the suggestions.

On Fri, Oct 26, 2018 at 9:16 AM Steven Dirkse <sdirkse at gams.com> wrote:

> Hello,
>
> In case this was not obvious: I left off the square in the QP objective:
>
> min   sum_j  (x_j - X0_j)^2
>
> -Steve
>
> On Thu, Oct 25, 2018 at 3:10 PM Steven Dirkse <sdirkse at gams.com> wrote:
>
>> R,
>>
>> You cannot generate points that satisfy quadratic constraints, at least
>> not in the same way you could generate a point that satisfies finite
>> variables bounds.  Sounds like you could generate a point X0 satisfying
>>
>> L <= X0 <= U
>>
>> (any random number generator will do this) and then use IPOPT to solve
>> the QP
>>
>> min  sum_j (x_j - X0_j)
>> s.t.   L <= x <= U    x satisfies the quadratic constraints
>>
>> -Steve
>>
>> On Thu, Oct 25, 2018 at 1:21 PM R zu <rzu512 at gmail.com> wrote:
>>
>>> How to randomly generate a starting point that is within bounds and
>>> satisfies a set of (quadratic) constraints?
>>>
>>> Can Ipopt do that for me?
>>>
>>> Thanks again.
>>> _______________________________________________
>>> Ipopt mailing list
>>> Ipopt at list.coin-or.org
>>> https://list.coin-or.org/mailman/listinfo/ipopt
>>>
>>
>>
>> --
>> Steven Dirkse, Ph.D.
>> GAMS Development Corp.
>> office: 202.342.0180
>>
>>
>
> --
> Steven Dirkse, Ph.D.
> GAMS Development Corp.
> office: 202.342.0180
>
>
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