[Coin-ipopt] ensuring decrease of objective

James Lu james.lu at oeaw.ac.at
Sun Apr 22 23:27:29 EDT 2007


We are using IPOPT as a local solver within scatter search, for parameter
identification in gene networks. For some of the scatter search heuristics, it
is necessary that the objective decreases after carrying out the local solve.
However, due to the box constraints and the small number of IPOPT iterations we
carry out, sometimes the objective actually increases at the end of the local
optimization. Is there a way to set the options so that one carries out enough
iteations to at least ensure the objective DECREASES from is initial value?

thank you,


Dr James Lu

Research Scientist
Johann Radon Institute for Computational and Applied Mathematics

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