[Ipopt] Generate Starting point

Steven Dirkse sdirkse at gams.com
Thu Oct 25 15:10:48 EDT 2018


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
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