[Coin-ipopt] Convergence criteria

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


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

Thank you,
Marina Andretta
-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://list.coin-or.org/pipermail/ipopt/attachments/20080130/b67c4e50/attachment.html 

More information about the Coin-ipopt mailing list