[Coin-ipopt] Problems finding optimal solution to a rather smallproblem SOLVED

[Uwe Kuessel]

hi

did it with gams anfd finally found a bug. one of my bounds was wrong,
namely -2e-19 instead of -2e19, which made an inequality to an equality
constraint...

thx anyway to stefan

uwe

>Hello all,
>
>i am working with IPOPT to solve a rather small optimization problem
of
>the following form:
>
>min f(x) = (x3-x4)^2 + (x4-x5)^2
>
>0 = A*3 - x1*x4 +A*x3
>0 = B*3 - x2*x5 + B*x3
>0 = B*3 - x3*x6 + C*x3 
>
>0>=x1-x3
>0>=x2-x3
>
>0.1=<x1*x4=<0.35
>0.1=<x2*x5=<0.35
>0.1=<x3*x6=<0.35
>
>6=<x1=<117
>6=<x2=<117
>6=<x3=<117
>
>0.1/117=<x4=<0.35/6
>0.1/117=<x5=<0.35/6
>0.1/117=<x6=<0.35/6
>
>[A B C]=[0.025 0.03 0.035] as an input to the system which might
change
>between two runs of IPOPT
>
>and as starting point:
>
>[x1 x2 x3 x4 x 5 x6]=[6 6.55 7 0.0416 0.0458 0.05]
>
>I know that there is an optimal solution very close to the starting
>point where x3=X4=x5 holds (coded an algorithm which tests for all
>values of x1,x2,x3 in combination in the given bounds with a width of
>0.01). Nevertheless the algorithm of IPOPT always converges to a
point
>where x1=x2=x3 as a local solution holds. I tested it for different
>values of starting points and a variation of  [A B C] and always it
runs
>for x1=x2=x3. Even if  i change the objective function it comes up
with
>the same behaviour and always with an optimal solution. I add the
>ipopt.out.
>
>Has anyone an idea of what i did not consider? Or is the problem
>statement wrong or in wrong formulation? Maybe some options i should
>use?
>
>thx
>
>uwe