[Coin-ipopt] How to set up the initial values for slack variables?

Andreas Waechter andreasw at watson.ibm.com
Mon Jan 9 22:28:44 EST 2006

Hi Danh,

This sounds good.  In the new (C++) version of Ipopt you no longer have to
add slack variables for inequality constriants - this is now done
internally, and the slack variables are indeed initialized the way you
describe (i.e. s0 = F(x0), where x0 is the user-given starting point -
x0=0 is often not the best choice...)

Internally, Ipopt might modify a user-provided starting point, since some
of the variable components in x0 or s0 might violate the bounds, or be too
close to them - for details, see the implementation paper.


On Mon, 9 Jan 2006, Nguyen An Danh wrote:

> Hi,
> Could you tell me if my initial values of slack variables are suitable ?
> My problem is as follows:
> linear equalities:
>     [C] {x} = 0
> nonlinear equalities:
>    F(x)-s=0
>    s<=0
> My initial points:
>    x0 =0
>    s0 = F(x=0)
> Thanks in advance.
> Danh.
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