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> all nonlinear equation systems are nonconvex > I was talking in terms of convex optimization I'm not sure what subtlety you're pointing to here. As far as n
by FreakLegion 3y ago
> all nonlinear equation systems are nonconvex
> I was talking in terms of convex optimization
I'm not sure what subtlety you're pointing to here. As far as non-convex problems, though, my point is that IPOPT isn't special in this regard. Any convex solver can be a non-convex solver if you don't care about global optimality.
- wenc 3y ago> Any convex solver can be a non-convex solver if you don't care about global optimality. Aside: Structurally I’m not sure how this would be true. Convex solvers have very specific forms. For instance a QP solver requires a very particular form and does not admit any arbitrary non convex form except for one: the non-PSD Hessian which is the concave problem. My point is that all NLEs power inside an optimization problem gives rise to a non convex optimization problem with no guarantee of a global solution. So convex optimization is not applicable here.