[Coin-ipopt] Convergence criteria

Marina Andretta marina.andretta at gmail.com
Wed Jan 30 17:56:22 EST 2008


Hello,

I'm using the last version of IPOPT (with default options) to solve the
problems of the CUTEr collection.

According to the manual,  "EXIT: Optimal Solution Found indicates that Ipopt
found a (locally) optimal point within the desired tolerances".

Also, "the algorithm terminates successfully, if the (scaled) NLP error
becomes smaller than this value, and if the (absolute) criteria according to
dual_inf_tol, primal_inf_tol, and cmpl_inf_tol are met. (This is epsilon_tol
in Eqn. (6) in implementation paper).  its default value is 10^{-08}".

Since this (scaled) NLP error implies that the max norm of the constraints
is less or equal to epsilon_tol (wich, in this case, is 10^{-08}), I would
like to know why IPOPT declares it solved problems HATFLDF, EIGMAXA and
EIGMINA successfully when the max norm of the constraints is greater than
10^{-08}.

Thank you,
Marina Andretta
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