[Ipopt-tickets] [Ipopt] #203: User-provided starting point is modified

[Ipopt]

#203: User-provided starting point is modified
----------------------------+------------------------
  Reporter:  baiyang11      |      Owner:  ipopt-team
      Type:  clarification  |     Status:  closed
  Priority:  normal         |  Component:  Ipopt
   Version:  3.9            |   Severity:  normal
Resolution:  fixed          |   Keywords:
----------------------------+------------------------
Changes (by stefan):

 * priority:  highest => normal
 * status:  new => closed
 * resolution:   => fixed
 * severity:  major => normal
 * type:  defect => clarification


Comment:

 As an interior point solver, Ipopt needs to first move its iterates into
 the interior of the feasible region before converging to an optimal point
 at the boundary.

 That is the reason, why Ipopt moves the starting point away from the
 variable bounds at the beginning.
 The [[http://www.coin-or.org/Ipopt/documentation/node44.html|bound_frac
 and bound_push options]] can be used to control how much the initial point
 is moved away from the bounds, so you can set these also to smaller
 values. There also have been discussions on the [[http://list.coin-
 or.org/pipermail/ipopt/|mailing list]] on this topic.

 In general, it is difficult to warmstart Ipopt (or other interior point
 solvers) by providing a near-optimal solution. There has been research on
 this topic, which may be helpful.

-- 
Ticket URL: <https://projects.coin-or.org/ticket/203#comment:1>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.