[Ipopt-tickets] [Ipopt] #188: warm start in MATLAB interface
Ipopt
coin-trac at coin-or.org
Sat Dec 15 16:48:46 EST 2012
#188: warm start in MATLAB interface
----------------------------+--------------------------------
Reporter: Giacomo | Owner: ipopt-team
Type: clarification | Status: new
Priority: normal | Component: Ipopt
Version: 3.10 | Severity: normal
Resolution: | Keywords: MATLAB, warm start
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Comment (by guest):
Yes. The {{{x0}}} input when you call Ipopt is the initial value vector
for the primal optimization variables, and you can set initial values of
the dual variables through the {{{options}}} input. See https://projects
.coin-or.org/Ipopt/browser/trunk/Ipopt/contrib/MatlabInterface/ipopt.m,
line 165:
{{{
% options.zl, options.zu, options.lambda
%
% These fields specify the initial value for the Lagrange multipliers,
% which is especially useful for "warm starting" the interior-point
% solver. They specify the Lagrange multipliers corresponding to the
% lower bounds on the variables, upper bounds on the variables, and
% constraints, respectively.
}}}
-Tony Kelman
--
Ticket URL: <https://projects.coin-or.org/ticket/188#comment:1>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.
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