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<p>Hi Hisham,</p>
<p>I would run Ipopt''s derivative checker to make sure there are no
errors in the first derivatives.</p>
<p>Regards,</p>
<p>AW<br>
</p>
<div class="moz-cite-prefix">On 6/6/21 9:20 AM, Hisham Abdulla
wrote:<br>
</div>
<blockquote type="cite"
cite="mid:CADbeg9iax+apdRNAvvEs8amSe1vvTLUhC+8TUG4p9E_8je7KFQ@mail.gmail.com">
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<div dir="auto">Dear all,
<div dir="auto"><br>
</div>
<div dir="auto">I'm trying to solve a nonlinear convex
minimization problem with linear constraints which I have <br>
<div dir="auto">solved successfully using MATLAB fmincon.</div>
<div dir="auto"><br>
</div>
<div dir="auto">In fmincon, I used the option
configuration as below</div>
<div dir="auto"><b>options=optimset('Algorithm','sqp','ScaleProblem','obj-and-constr','DerivativeCheck','off','GradObj','on','TolX',1e-16,'TolFun',1e-16,'MaxFunEvals',8000,'MaxIter',6000);
</b><br>
</div>
<div>and I got local minima after 465 iterations.</div>
<div><br>
</div>
<div>In Ipopt, I have modelled my objective function,
constraints and its gradients without errors, but
couldn't solve the problem. I used various linear
solvers and scaling. The magnitude of variables in the
problem ranges from 10^-3 to 10^3 and I need to get the
value of local minima below 10^-9. <br>
</div>
<div><br>
</div>
<div>The problem doesn't converge to local minima even
after 200000 iterations. <br>
</div>
<div>Even after I used the solution which I got from
matlab as initial values, Ipopt still iterates and
doesn't converge. <br>
</div>
<div><br>
</div>
<div>Since I am not from a mathematical background I don't
have much knowledge about Ipopt options.</div>
<div><br>
</div>
<div>Could anyone help me please.</div>
<div>Thank you</div>
<div>Hisham Abdulla<br>
</div>
<div><br>
</div>
<div><br>
</div>
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</div>
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<pre class="moz-quote-pre" wrap="">_______________________________________________
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</pre>
</blockquote>
<pre class="moz-signature" cols="72">--
Andreas Waechter
Professor
Department of Industrial Engineering and Management Sciences
McCormick School of Engineering
Northwestern University
Evanston, IL 60208
USA
<a class="moz-txt-link-freetext" href="http://users.iems.northwestern.edu/~andreasw/">http://users.iems.northwestern.edu/~andreasw/</a></pre>
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