[Coin-ipopt] Limit on MU

Oliveira, Ivan B ivan.b.oliveira at intel.com
Tue Aug 2 21:35:16 EDT 2005



We've been exploring IPOPT (Fortran version) for some time in solving
our nonlinear programming problem and ran into a curious behavior.
We're in the unfortunate position of having to set DTOL rather large and
we've noticed that the barrier parameter is hard-bounded by DTOL/10.  In
your paper, you explain: "the update (7) does not allow the rule to
become smaller than necessary given the desired tolerance
\epsilon_{tol}, thus avoiding numerical difficulties at the end of the
optimization procedure."  We are unclear on what the specific numerical
difficulties would be for this primal-dual formulation of the problem.
Are there any results that have shown what the 'necessary' value of MU
should be in relation to the overall tolerance?


Since I have you attention I can't resist asking if there are any
updates on when the C++ alpha version will be released?







Ivan B. Oliveira




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