<meta http-equiv="Content-Type" content="text/html; charset=utf-8" /><P>Hi,</P>
<P>The general formulation of one optimization problem as follows:<BR>obj. minf(x)</P>
<P>s.t. h(x)=0</P>
<P> g_min<=g(x)<=g_max</P>
<P>Bring in slack variables l,u and Lagrangian multipliers y,w,z,formulating</P>
<P>Lagrangian function:</P>
<P>L = f(x)-y'h(x)-z'(g(x)-l-g_min)-w'(g(x)+u-g_max)-A,</P>
<P>A represents barrier function.</P>
<P>I want to know how the solver IPOPT initializes the slack variables l,u and </P>
<P>Lagrangian multipliers y,w,z internally.I have written a program called primal-</P>
<P>dual interior point method under MATLAB environment.And I have found the different</P>
<P>initialization strategies for these variables influence the iterative process </P>
<P>seriously.So how to select a proper initialization strategy in advance is very</P>
<P>important even if under the same initial condition for state variables x.</P>
<P>Thank you in advance.</P>
<P> </P>
<P>Sincerely,</P>
<P>From Wei.<BR></P>