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</o:shapelayout></xml><![endif]--></head><body lang=EN-US link=blue vlink=purple><div class=WordSection1><p class=MsoNormal>Hello everyone,<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>In the context of optimal control, I am using the IPOPT to solve a huge optimization problem.<o:p></o:p></p><p class=MsoNormal>The problem is that it happens very often that the optimal point computed by the IPOPT has a larger cost than the supplied initial point (minimization problem) even in the case that the initial point is acceptably feasible.<o:p></o:p></p><p class=MsoNormal>I assume the tuning of the options which determine the termination of IPOPT cause this problem. However, it seems tuning these options for an ill-conditioned problem is not trivial.<o:p></o:p></p><p class=MsoNormal>My question is: Is there any method (or option) that enforces the IPOPT to give a solution which has less cost than the initial point (or at least as good as the initial point)?<o:p></o:p></p><p class=MsoNormal><o:p> </o:p></p><p class=MsoNormal>Thanks in advance!<o:p></o:p></p><p class=MsoNormal>Reza<span lang=DE><o:p></o:p></span></p><p class=MsoNormal><o:p> </o:p></p></div></body></html>