[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
----------------------------+--------------------------------

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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