[Coin-ipopt] bounds on a variable

Olivier Riviere oriviere at lmd.ens.fr
Mon May 8 13:19:02 EDT 2006


Hello,
I'm using the fortran version of IPOPT for a problem where some variables
  may at the solution be strictly equal to their lower bounds 
(indicated in IPOPT). I noticed that the convergence is considerably 
slowed in regards to the "unbounded" case since it takes time for some 
variables to tend towards their lower bounds. Does someone knows how to 
deal with such types of problem ? (I tried to change the value of the 
parameter dmovebounds but without results...)
I also notice that the size of the first step performed by the algorithm 
to reach also seems to depend on the bounds indicated for the variables 
(if the bounds are large the first step will be large) . Is there a way to 
control the norm of the first step ?
Thanks for your help
Olivier



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