[Coin-ipopt] warm start from AMPL
Andreas Waechter
andreasw at watson.ibm.com
Mon Jan 7 13:11:53 EST 2008
Hi Adela,
> I want to try the warm-start feature from AMPL. The problem I wish to
> try is easy, but I don't know if it is possible:
> - If a problem needs 40 iterations to reach the solution, I wish to
> *solve* the problem 40 times doing only *one* iteration per solve. If
> AMPL and Ipopt can pass all the information about a point this should be
> possible, shouldn't be?
I'm not sure if I understand correctly what you are asking for.
1. You can find information about how to do warmstarts from AMPL at
https://projects.coin-or.org/Ipopt/wiki/IpoptAddFeatures. Here, Victor
Zavala describes how he made it work.
2. You cannot expect the have Ipopt solve the problem really within one
iteration, even if you change the problem only slightly, particularly not
if you have bounds or inequality constraints. That's a disadvantage of
interior point methods.
3. Are you saying that you would like to intercept Ipopt in each
iteration? Usually, this is what the intermediate_callback method of the
TNLP is for, if you are using C++ to formulate your problem; this can be
used to decide to possibly terminate the optimization early, or to do some
output. However, from AMPL, this is not accessible. You can do warm
starts from AMPL, but if you would only do one iteration in Ipopt, and
then do a warmstart from AMPL, the internal state in Ipopt will not be the
same as when you left the previous solve (things like the barrier
parameter value, filter status etc will be different). So, in case this
is what you meant, the answer is probably, that you can't do that. (Why
do you want to do that anyway...?)
> I'm trying to figure out this hypothesis with a file_print_level of 8
> but the information issued is not clear to me. Can anyone help me? Is
> there any option which forces Ipopt to take the point given by the user?
The Victor's AMPL warmstart option, maybe that is what you are looking
for...
Regards,
Andreas
>
> Thanks in advance!
> Adela
>
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