Maybe you have something more particular in mind when you say "systems", but not all nonlinear functions are non-convex. Least squares, for example, is nonlinear and convex.
Also note that IPOPT, while wonderful, is a local solver. It may not be limited to convex problems, but those are the only ones it's guaranteed to solve to optimality.
I’m aware that ipopt is a local solver.
> 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.
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.
> The feasible region {x | f(x) = 0} is nonconvex no matter whether f is convex.
For some positive integer n and for the set of real numbers R, consider closed (in the usual topology for R^n), convex set A a subset of R^n. Define function f: R^n --> R so that f(x) = 0 for all x in A, f(x) > 0 for all x not in A, and for all x in R^n f infinitely differentiable at x. It is a theorem that such an f exists.
Then { x | f(x) = 0 } = A and is both closed and convex in contradiction to the claim.
But consider the function f(x) = max(0, g(x) - c) where the following holds:
* g(x) is nonlinear, positive definite in x, and convex.
* c > 0
Then f(x) is nonlinear and convex (it's the pointwise maximum of convex functions), and the set {x : f(x) = 0} is a convex set.