[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
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Reporter: florian.saupe | Owner: stefan
Type: defect | Status: assigned
Priority: normal | Component: Ipopt
Version: 3.11 | Severity: normal
Resolution: | Keywords: repeatability
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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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