<div dir="ltr">Dear Frank Kampas,<div><br></div><div style>You are indeed correct that ipopt is not a global solver. Yet I was wondering whether there are approaches to get ipopt out of the local optimum. I could for example re-start ipopt with a new, random initial solution, but usually (at least with heuristics), restarting from an entirely new solution is a bad idea. It is usually better to retain part of the old solution. Hence, a better approach might be to take the solution returned by ipopt, perturbate that solution (or destroy part of the solution) and resolve using that solution as a starting point. This approach retains part of the old solution.</div>
<div style>Nevertheless, as I have no experience with non-linear solvers, I don't really know what good approaches are; these are just guesses. Are you aware of other, better approaches to get better solutions out of ipopt if it gets stuck at a local optimum?</div>
<div style><br></div><div style>br,</div><div style><br></div><div style>Joris</div></div><div class="gmail_extra"><br><br><div class="gmail_quote">On Thu, Apr 25, 2013 at 11:35 PM, Frank Kampas <span dir="ltr"><<a href="mailto:fkampas@msn.com" target="_blank">fkampas@msn.com</a>></span> wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
<div dir="ltr">
<div dir="ltr">
<div style="font-size:12pt;font-family:'Calibri'">
<div>Ipopt ,by design, find a local optimum. It is not a global
solver.</div>
<div style="font-style:normal;font-size:small;display:inline;text-decoration:none;font-family:'Calibri';font-weight:normal">
<div style="FONT:10pt tahoma">
<div> </div>
<div style="BACKGROUND:#f5f5f5">
<div><b>From:</b> <a title="deus87@gmail.com" href="mailto:deus87@gmail.com" target="_blank">Joris Kinable</a> </div>
<div><b>Sent:</b> Thursday, April 25, 2013 4:56 PM</div>
<div><b>To:</b> <a title="ipopt@list.coin-or.org" href="mailto:ipopt@list.coin-or.org" target="_blank">ipopt@list.coin-or.org</a> </div>
<div><b>Subject:</b> [Ipopt] Ipopt stuck at local optimum</div></div></div>
<div> </div></div>
<div style="font-style:normal;font-size:small;display:inline;text-decoration:none;font-family:'Calibri';font-weight:normal"><div><div class="h5">
<div dir="ltr">Dear,
<div> </div>
<div>I'm trying to solve a non-linear problem. Unfortunately, the heuristics we
developed to solve the problem have difficulties finding good solutions.
Therefore we were considering to use a ipopt as an additional optimization
phase. As a first test, we did the following:</div>
<div> </div>
<div>1. Solve the problem heuristically, with a time limit.</div>
<div>2. Feed the resulting solution to Ipopt, and let is solve.</div>
<div> </div>
<div>So far, Ipopt only produces mediocre results which are not competitive with
the heuristic: letting the heuristic run for a larger amount of time usually
produces better results. Apparently, ipopt gets stuck at a local optimum. How
can I get ipopt out of the local optimum? Should I restart it with a different
initial solution, or are there better approaches? I currently only have
experience with linear solvers; not with non-linear solvers.</div>
<div> </div>
<div>br,</div>
<div> </div>
<div>Joris</div></div>
</div></div><p>
</p><hr>
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