[Coin-ipopt] A simple question

[Andreas Waechter]

Hi Gaoqiang,

> Dear Sir, I just want to know if the IPOPT contains the 
> Predictor-corrector Primal-dual interior point method , Can you tell me 
> ?  Thanke you!  Gaoqiang

The algorithm implemented in Ipopt is a primal-dual interior point method.

By default, it follows the "monotone Fiacco-McCormick" barrier 
update strategy, but we have implemented also "adaptive" strategies.  In 
addition, we also have an option that can be used to compute and use 
corrector steps (corrector_type='affine').  When you spectify

mu_strategy adaptive
mu_oracle probing
corrector_type affine

you are essentially running Ipopt in a safeguarded version of Mehrotra's 
predictor-corrector method.  Some details for the adaptive strategy can be 
found in this paper:

Well, hm, I wanted to put a link here to something on my home page - but 
my home page seems be have disappeared....(?)  :-/

Anyway, at http://www.optimization-online.org/DB_HTML/2005/03/1089.html 
you can find a somewhat older version of the paper.

By the default, Ipopt does not use a "predictor-corrector" framework.

I hope this helps,

Andreas