[Ipopt-tickets] [Ipopt] #105: LeastSquareMultipliers::CalculateMultipliers breaks ProvidesInertia() covenant

[Ipopt]

#105: LeastSquareMultipliers::CalculateMultipliers breaks ProvidesInertia()
covenant
--------------------------------+-------------------------------------------
  Reporter:  jhogg41            |       Owner:  andreasw
      Type:  defect             |      Status:  assigned
  Priority:  normal             |   Component:  Ipopt   
   Version:  3.7 (C++ Version)  |    Severity:  minor   
Resolution:                     |    Keywords:          
--------------------------------+-------------------------------------------
Changes (by andreasw):

  * owner:  ipopt-team => andreasw
  * status:  new => assigned
  * version:  3.6 (C++ Version) => 3.7 (C++ Version)

Comment:

 Hi,

 Thanks, I actually independently ran into this problem, and I made some
 changes in the current trunk.

 I agree with the fix for the !LeastSquareMultipliers, but not necessarily
 with the one in the PDFullSpaceSolver.  For regular iterations, Ipopt
 requires that the inertia is checked in general, unless someone uses the
 BFGS quasi-Newton update.

 However, the option  {{{neg_curv_test_tol}}} can be set to a positive
 number, in which case the inertia is ignored, and some other heuristic
 test is used to determine if the problems seems locally non-convex and if
 the Hessian should be perturbed.

 Does that solve your issues?

 Thanks

 Andreas

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Ticket URL: <https://projects.coin-or.org/Ipopt/ticket/105#comment:2>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.