[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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