[Ipopt-tickets] [Ipopt] #64: User-scaling not working with limited memory hessian
Ipopt
coin-trac at coin-or.org
Fri Mar 14 08:36:13 EDT 2008
#64: User-scaling not working with limited memory hessian
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Reporter: hmartin | Owner: ipopt-team
Type: defect | Status: new
Priority: normal | Component: Ipopt
Version: 3.3 (C++ Version) | Severity: normal
Keywords: |
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I have problems specifying my problem scaling using the "user-scaling"
method.
Strangely, I do not have the same result with the two following cases:
- "scaling_method" == "none"
- "scaling_method" == "user-scaling", using 1.0 for all scalings
(objective, constraints and variables) !!!
I could understand that there are some slight differences due to floating-
point errors, but the results vary hugely whereas the two problems are
mathematically equivalent.
I could reproduce this behavior with the HS071 test. It seems that this
problem appears only with the LBFGS approximation to the hessian.
The solver was compiled using MS Visual C++ 2008, using the Netlib BLAS
and Lapack built with the compiler Intel Fortran 10. I tried to play with
the floating point options of the compiler, without any success.
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Ticket URL: <https://projects.coin-or.org/Ipopt/ticket/64>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.
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