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How to linearize or convexify a constraint with a square root of sum of two variables?

Here is the constraint: $$\text{Pa} + \text{Pb}=a + b \sqrt{\text{Ir}^2 +\text{Ii}^2} + c (\text{Ir}^2 +\text{Ii}^2)$$ Here $\text{Pa}, \text{Pb}, \text{Ir},$ and $\text{Ii}$ are variables. $a, b, c$ ...
Ghulam Mohy-ud-din's user avatar
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Can we use the Jax library with ipopt to calculate the hessian matrix and Jacobian and still be able to define the structures?

When solve with ipopt, we can use Jax to calculate the hessian matrix and jacobian instead of providing it ourselves. However, ipopt with Jax is very slow for large problems. If we calculate the ...
Hussein Sharadga's user avatar