[Coin-ipopt] question on "overall NLP error"

[Peter Carbonetto]

> I suppose that the derivative check module is very useful, I used it to
> fix gradient calculation and now my program runs quite well. But although
> the obtained result is good, I found that "dual infeasibility" in the
> output of the program is still high (around 1.0e02) (the number for
> "overall NLP error" is the same).
> So I wonder what is the role of "dual infeasibility" into the solution and
> whether we can have a good result even this error is not perfect.
> By the way, how do the "constraint violation" and "complementarity" are
> calculated and their signification ? They are not cummulated to "overall
> NLP error" ?

You might find this previous discussion on the IPOPT mailing list useful:
http://list.coin-or.org/pipermail/coin-ipopt/2007-February/000700.html

Peter Carbonetto
Ph.D. Candidate
Dept. of Computer Science
University of British Columbia