[Ipopt-tickets] Re: [Ipopt] #28: Ipopt linking WSMP

[Ipopt]

#28: Ipopt linking WSMP
--------------------------------+-------------------------------------------
  Reporter:  andanh             |       Owner:  andreasw
      Type:  defect             |      Status:  assigned
  Priority:  normal             |   Component:  Ipopt   
   Version:  3.2 (C++ Version)  |    Severity:  normal  
Resolution:                     |    Keywords:          
--------------------------------+-------------------------------------------
Changes (by andreasw):

  * priority:  highest => normal
  * status:  new => assigned
  * severity:  blocker => normal
  * owner:  ipopt-team => andreasw

Comment:

 Danh,

 What exactly is the problem?  The output suggests that WSMP determines
 (while it is trying to compute the least square estimate for the
 constraint multipliers) that the system is essentially very ill-
 conditioned.  This would not be a problem in Ipopt...?

 You probably still have a very badly-scaled problem?  You could try what
 happens if you increase the pivot tolerance for WSMP (option wsmp_pivtol)
 from its default 1e-4 to 1e-2 or so...?

 Andreas

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Ticket URL: <https://projects.coin-or.org/Ipopt/ticket/28#comment:1>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.