[Coin-ipopt] reinitializing multipliers after restoration phase

Andreas Waechter andreasw at watson.ibm.com
Tue Sep 3 16:45:42 EDT 2002


Hi there,

I just put a slight change online pertaining to the filter version of
IPOPT, that reinitializes the equality multipliers after the restoration
phase (based on a least-square estimate).  This helps to overcome certain
convergence problems, and also should be more efficient.

The change is already reflected in the CVS repository at www.coin-or.org,
and will be in the tarball from tomorrow.

Please let me know if you note any problems with the new version.

Cheers,

Andreas




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