[Ipopt] Generate Starting point

[Steven Dirkse]

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
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/ipopt/attachments/20181026/4de958b6/attachment.html>