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Hi all,
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<div class="">I was under the impression that IPOPT tries to minimize the objective and primal infeasibility. A step is accepted when either the objective or primal infeasibility reduces sufficiently. However, I’ve often spotted iterations where this does not
seem to be the case, e.g. below:</div>
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<span style="font-variant-ligatures: no-common-ligatures" class="">iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</span></div>
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<span style="font-variant-ligatures: no-common-ligatures;" class=""> 6 3.1996216e-02 2.92e-05 6.24e-02 -3.3 1.65e-02 - 1.00e+00 1.00e+00h 1</span></div>
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<span style="font-variant-ligatures: no-common-ligatures;" class=""> 7 3.2386862e-02 1.70e-04 1.17e-01 -3.3 6.66e-02 - 1.00e+00 1.00e+00h 1</span></div>
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<span style="font-variant-ligatures: no-common-ligatures;" class="">The objective, primal infeasibility and dual infeasibility all increase, alpha=1. Why does IPOPT accept this step?</span></div>
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<span style="font-variant-ligatures: no-common-ligatures;" class="">Thanks!</span></div>
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<span style="font-variant-ligatures: no-common-ligatures;" class="">Filip </span></div>
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