[Ipopt-tickets] [Ipopt] #66: User-scaling not working with limited memory hessian

[Ipopt]

#66: 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/66>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.