[Coin-ipopt] "strange" behavior with Ipopt

Stefan Vigerske stefan at math.hu-berlin.de
Fri Jan 18 07:07:01 EST 2008


Edson Cordeiro do Valle wrote:
>           Hello
>   I have been with a "strange" behavior with Ipopt. I have 3 groups of 
> inequality constraints, they are grouped because they have similar 
> equations. When I change the order which they are added to the 
> optimization problem, the solver converges to different optima (I have 
> found 2 of them). In one of the permutations, the problem reaches the 
> maximum number of iterations and does not converge.
> My question is: Is this behavior normal or, based on the algorithm, it 
> is possible to happen?

I think this is normal, esp. if the problem is not convex.
E.g., if the solver at some point picks a dual variable that is maximum 
among all others, and the maximum is not unique, then it can depend on 
the ordering of the constraints what happens next.
Or factorizations change when the ordering of the constraints is 
different, and thus yield to different iterates.


Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics

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