[Ipopt-tickets] [Ipopt] #213: Repeatability of optimization runs with IPOPT

Ipopt coin-trac at coin-or.org
Tue Aug 6 08:34:14 EDT 2013


#213: Repeatability of optimization runs with IPOPT
----------------------------+---------------------------
  Reporter:  florian.saupe  |      Owner:  stefan
      Type:  defect         |     Status:  assigned
  Priority:  normal         |  Component:  Ipopt
   Version:  3.11           |   Severity:  normal
Resolution:                 |   Keywords:  repeatability
----------------------------+---------------------------
Changes (by stefan):

 * cc: jonathan.currie@… (added)
 * owner:  ipopt-team => stefan
 * status:  new => assigned


Comment:

 The Ipopt algorithm itself is deterministic, provided the instance data
 and starting point is exactly the same.
 The only places where random numbers are used are in the equilibrium
 scaling (not used by default) and in the derivative testing.


 Nondeterminism may be caused by parallelized linear algebra routines
 (blas, lapack) or linear solver (HSL), but which of them is used depends
 on the Ipopt build that is used by OPTI.

-- 
Ticket URL: <https://projects.coin-or.org/Ipopt/ticket/213#comment:1>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.



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