[Ipopt-tickets] [Ipopt] #57: Convergence tolerance not quite correct for square problems

[Ipopt]

#57: Convergence tolerance not quite correct for square problems
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Reporter:  andreasw           |       Owner:  ipopt-team
    Type:  defect             |      Status:  new       
Priority:  normal             |   Component:  Ipopt     
 Version:  3.3 (C++ Version)  |    Severity:  normal    
Keywords:                     |  
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 He following issue has been reported by Marina Andretta on the mailing
 list:

 {{{
 Hello,

 I'm using the last version of IPOPT (with default options) to solve
 the problems of the CUTEr collection.

 According to the manual,  "EXIT: Optimal Solution Found indicates
 that Ipopt found a (locally) optimal point within the desired
 tolerances".

 Also, "the algorithm terminates successfully, if the (scaled) NLP
 error becomes smaller than this value, and if the (absolute) criteria
 according to dual_inf_tol, primal_inf_tol, and cmpl_inf_tol are met.
 (This is epsilon_tol in Eqn. (6) in implementation paper).  its
 default value is 10^{-08}".

 Since this (scaled) NLP error implies that the max norm of the
 constraints is less or equal to epsilon_tol (wich, in this case, is
 10^{-08}), I would like to know why IPOPT declares it solved problems
 HATFLDF, EIGMAXA and EIGMINA successfully when the max norm of the
 constraints is greater than 10^{-08}.

 Thank you,
 Marina Andretta
 }}}

 The issue is that in those cases the algorithm switches to and stays in
 the restoration phase, and it seems that this one terminates too early.

-- 
Ticket URL: <https://projects.coin-or.org/Ipopt/ticket/57>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.