[Coin-ipopt] warm start from AMPL

[Andreas Waechter]

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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