[Coin-ipopt] Limiting line search step

Chusslove Illich caslav.ilic at gmx.net
Mon Nov 26 05:04:23 EST 2007


Hi,

Is there a way to enforce the "never-exceed" value of step size in line
search (which would unfortunatelly depend on each search direction...)? Or
at least a way to make it more conservative?

The problem is that my objective function needs to deform an unstructured
computational grid at one point, which is touchy, and too large a step
crashes it. When the step was limited in a suitable fashion, it worked with
simple BFGS/penalty algorithm.

-- 
Chusslove Illich (Часлав Илић)
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