[Coin-ipopt] Re: Re: IPOPT + warm-start

[Victor M Zavala]

Hi all,

The AMPL interface allows you to specify the primal and equality constraint
multiplier variables to warm-start IPOPT. You can get the values of the
equality constraint multipliers from the *.sol file generated from AMPL from
a previous solution and specify the warm_start_init_point yes option. As for
the bound multipliers, I've looked at the AMPL documentation and there seems
not to be a clean way to do this. Our only option would be specify the
multipliers using the suffixes utility or to generate a method in the AMPL
interface to read those values (from a file or an external routine).
Additionally, we would need a special method similar to the
"GetWarmStartIterate" in the IPOPTNLP Class just to make sure that the warm
start point is in the interior of the feasible region (push the primal
variables if not). 

I've been looking at this, but these last messages suggest that I should
hurry up!

Hope this helps,

Victor M Zavala
Department of Chemical Engineering
Carnegie Mellon University
Pittsburgh, USA 15213
Ph: (412) 268-2238
http://www.andrew.cmu.edu/~vzavala