[Ipopt-tickets] [Ipopt] #204: User-provided starting point is modified(2)

Ipopt coin-trac at coin-or.org
Fri Jun 21 04:24:34 EDT 2013


#204: User-provided starting point is modified(2)
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Reporter:  baiyang11  |      Owner:  ipopt-team
    Type:  defect     |     Status:  new
Priority:  normal     |  Component:  Ipopt
 Version:  3.9        |   Severity:  normal
Keywords:             |
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 A problem about starting point in Ipopt has been described previously in
 Ticket #203 (https://projects.coin-or.org/Ipopt/ticket/203). I'm very
 grateful that stefan answers my question, maybe partially. Please forgive
 me that I create a new ticket, because I notice that Ticket #203 has been
 "closed clarification". I do not know if any extra comments there can been
 seen. But I feel confused with 3 more questions about the issue, where I
 need your further discussion and instructions:

 (1)You mentioned "Ipopt needs to first move its iterates into the interior
 of the feasible region before converging to an optimal point at the
 boundary". Since Ipopt moves the starting point I provided, does it mean
 that the starting point I provided is not feasible for the problem?(I
 belive I provide a near-optimal solution, which is feasible.) Does Ipopt
 have any output information to indicate whether the user-provided starting
 point is feasible or not? (I have not found any options to do that yet.)

 (2)As you recommended, I set the bound_push to a smaller value(1e-4). I
 found that algorithm needs less Iterations and less CPU secs to end with
 "Optimal Solution Found". The solution is almost the same (objective
 difference less than 0.001) with the solution in the default bound_push
 situation. The objective and inf_pr in Iterate 0 is also better than that
 in the default bound_push situation. Does it indicate that Ipopt is warm-
 started by my starting point?

 (3)I've tried another test. First, Ipopt solves the problem and gets the
 optimal solution. Second, I provide the exact optimal solution as the
 starting point for Ipopt to solve the same problem. I found that the
 starting point is also moved at Iterate 0. Is there any explanation for
 that?

 I'am looking forward to your answer! Thanks very much!

-- 
Ticket URL: <https://projects.coin-or.org/ticket/204>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.



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