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</o:shapelayout></xml><![endif]--></head><body lang=EN-US link=blue vlink=purple><div class=WordSection1><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=EN-GB style='font-size:11.0pt;font-family:"Calibri",sans-serif;color:#1F497D'>Is this the reason of the problem? </span><span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=EN-GB style='font-size:11.0pt;font-family:"Calibri",sans-serif;color:#1F497D'>The problem is that IPOPT either takes many iterations or needs much time when I provide a starting point that is close to the optimal point. Why? It sounds strange to me, IPOPT should perform better when it starts close to its optimal solution.</span><span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=EN-GB style='font-size:11.0pt;font-family:"Calibri",sans-serif;color:#1F497D'> </span><span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=EN-GB style='font-size:11.0pt;font-family:"Calibri",sans-serif;color:#1F497D'>Are there any settings that can solve the problem?</span><span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=EN-GB style='font-size:11.0pt;font-family:"Calibri",sans-serif;color:#1F497D'> </span><span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=EN-GB style='font-size:11.0pt;font-family:"Calibri",sans-serif;color:#1F497D'>Thank you.</span><span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri",sans-serif;color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><span lang=EN-GB style='font-size:11.0pt;font-family:"Calibri",sans-serif;color:#1F497D'>Gianpaolo Gulletta<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:11.0pt;font-family:"Calibri",sans-serif;color:#1F497D'><o:p> </o:p></span></p><p class=MsoNormal><b><span style='font-size:11.0pt;font-family:"Calibri",sans-serif'>From:</span></b><span style='font-size:11.0pt;font-family:"Calibri",sans-serif'> Ipopt User [mailto:ipoptuser@gmail.com] <br><b>Sent:</b> Monday, June 29, 2015 12:52 PM<br><b>To:</b> Gianpaolo Gulletta<br><b>Subject:</b> Re: [Ipopt] Why ipopt needs so many iterations when starting from the optimal solution?<o:p></o:p></span></p><p class=MsoNormal><o:p> </o:p></p><div><p class=MsoNormal>Please send your response to <a href="mailto:ipopt@list.coin-or.org">ipopt@list.coin-or.org</a><o:p></o:p></p><div><p class=MsoNormal><o:p> </o:p></p></div><div><p class=MsoNormal>But yes, that is the problem, and there is no easy workaround if you do not calculate the Hessian yourself.<o:p></o:p></p></div></div><div><p class=MsoNormal><o:p> </o:p></p><div><p class=MsoNormal>On Mon, Jun 29, 2015 at 3:48 AM, Gianpaolo Gulletta <<a href="mailto:gianpaologulletta@gmail.com" target="_blank">gianpaologulletta@gmail.com</a>> wrote:<o:p></o:p></p><blockquote style='border:none;border-left:solid #CCCCCC 1.0pt;padding:0in 0in 0in 6.0pt;margin-left:4.8pt;margin-right:0in'><div><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=EN-GB style='font-size:11.0pt;font-family:"Calibri",sans-serif;color:#1F497D'>Is this the reason of the problem? </span><span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=EN-GB style='font-size:11.0pt;font-family:"Calibri",sans-serif;color:#1F497D'>The problem is that IPOPT either takes many iterations or needs much time when I provide a starting point that is close to the optimal point. Why? It sounds strange to me, IPOPT should perform better when it starts close to its optimal solution.</span><span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=EN-GB style='font-size:11.0pt;font-family:"Calibri",sans-serif;color:#1F497D'> </span><span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=EN-GB style='font-size:11.0pt;font-family:"Calibri",sans-serif;color:#1F497D'>Are there any settings that can solve the problem?</span><span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=EN-GB style='font-size:11.0pt;font-family:"Calibri",sans-serif;color:#1F497D'> </span><span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=EN-GB style='font-size:11.0pt;font-family:"Calibri",sans-serif;color:#1F497D'>Thank you.</span><span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=EN-AU style='font-size:11.0pt;font-family:"Calibri",sans-serif;color:#1F497D'> </span><span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><i><span lang=PT style='font-family:"Calibri",sans-serif;color:#1F497D'>Gianpaolo</span></i><span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=EN-GB style='font-size:11.0pt;font-family:"Calibri",sans-serif;color:#1F497D'> </span><span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><b><span style='font-size:11.0pt;font-family:"Calibri",sans-serif'>From:</span></b><span style='font-size:11.0pt;font-family:"Calibri",sans-serif'> Ipopt User [mailto:<a href="mailto:ipoptuser@gmail.com" target="_blank">ipoptuser@gmail.com</a>] <br><b>Sent:</b> 29 June 2015 03:01 AM<br><b>To:</b> Gianpaolo Gulletta<br><b>Cc:</b> <a href="mailto:ipopt@list.coin-or.org" target="_blank">ipopt@list.coin-or.org</a><br><b>Subject:</b> Re: [Ipopt] Why ipopt needs so many iterations when starting from the optimal solution?</span><span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=EN-GB> <o:p></o:p></span></p><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=EN-GB>You use 'hessian_approximation','limited-memory', which means at the start it has no idea about the Hessian. Moreover, you probably do not set the values of the dual variables. Only if IPOPT knows the Hessian and both primal and dual values, it can take the most sensible steps towards the optimal solution.<o:p></o:p></span></p></div><div><div><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=EN-GB> <o:p></o:p></span></p><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=EN-GB>On Sat, Jun 27, 2015 at 12:13 PM, Gianpaolo Gulletta <<a href="mailto:gianpaologulletta@gmail.com" target="_blank">gianpaologulletta@gmail.com</a>> wrote:<o:p></o:p></span></p><blockquote style='border:none;border-left:solid #CCCCCC 1.0pt;padding:0in 0in 0in 6.0pt;margin-left:4.8pt;margin-top:5.0pt;margin-right:0in;margin-bottom:5.0pt'><div><div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>Hi everybody,<span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>I realized that the performance of the algorithm Ipopt decreases when it starts either from the optimal solution or from very closely.<span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>I saw that the problem has already been addressed <a href="https://www.or-exchange.org/questions/1268/why-ipopt-needs-so-many-iterations-when-starting-from-the-optimal-solution" target="_blank">here</a> but I am still looking for the answer.<span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>Can anyone help? <span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>Thank you.<span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'> <span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'>Regards,<span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='color:#888888'> </span><span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=EN-GB style='color:#888888'>Gianpaolo Gulletta</span><span lang=EN-GB><o:p></o:p></span></p><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span style='color:#888888'> </span><span lang=EN-GB><o:p></o:p></span></p></div></div><p class=MsoNormal style='mso-margin-top-alt:auto;margin-bottom:12.0pt'><span lang=EN-GB><br>_______________________________________________<br>Ipopt mailing list<br><a href="mailto:Ipopt@list.coin-or.org" target="_blank">Ipopt@list.coin-or.org</a><br><a href="http://list.coin-or.org/mailman/listinfo/ipopt" target="_blank">http://list.coin-or.org/mailman/listinfo/ipopt</a><o:p></o:p></span></p></blockquote></div><p class=MsoNormal style='mso-margin-top-alt:auto;mso-margin-bottom-alt:auto'><span lang=EN-GB> <o:p></o:p></span></p></div></div></div></div></div></blockquote></div><p class=MsoNormal><o:p> </o:p></p></div></div></body></html>