[Coin-ipopt] Conditioning termination on objective value?

[Frank J. Iannarilli]

Hi All,


Is there a means (e.g., combination of tuning parameters) to set IPOPT's 
termination criterion, based on moving below some declared value of the 
objective (F_min)?

For my given problem, I know I want negligible constraint violation, so I 
can readily set DCMAXTOL appropriately.  But I can't see how to relate 
F_min to the (scaled, unscaled) dual infeasibility, and thus DTOL.

If I'm merely missing some elementary NLP maths, please point me to a 
suitable reference.

Thanks!



Frank J. Iannarilli, franki at aerodyne.com
Aerodyne Research, Inc., 45 Manning Rd., Billerica, MA 01821 USA
www.aerodyne.com/cosr/cosr.html