[Coin-ipopt] step size too small?

Dr. Johannes Zellner johannes at zellner.org
Tue Feb 21 02:02:22 EST 2006


Hello,

when I move away my NLP just a little from a known local solution (say I
move away only one of about 20 parameters very little) ipopt is not able to
find the minium again. I observed, that ipopt changes the parameters
then (especially the parameter which was moved) far to little, it should
move the parameter of interest about 1e6 times further to reach the
local minimum again. OTOH, with my NLP disturbed in this way (only one
parameter moved away from a local minimum) other known local optimizers
(like levenberg-marquart or lbfgsb) find easily the local minimum again.
What could be the problem here with ipopt?

-- 
Johannes



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