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Not really. Ipopt works with the Hessian of the Lagrangian. This Hessian is not constant for a QCQP when the values of dual variables change, since the contribution from each quadratic constraint is multiplied with the constraint's dual variable. |
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Hello,
I read in the documentation that Ipopt can assume it for the QP problem (i.e quadratic objective, linear constraints). However there is another case which might be suitable for this option. For QCQP whith the constant second constraint derivatives. Is there any plan to consider this case?
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