[Ipopt] Ipopt Information

[Andreas Waechter]

Hi Nandini,

Please send messages regarding Ipopt to the Ipopt mailing list.

>            I would like to know whether the current C++ version(3.4.2) has
> the following implemented
>
>   -       Quasi-Newton Strategies: L-BFGS and L-SR1 options

Ipopt has full-space limited memory Quasi-Newton options implemented; the 
options are described in the Ipopt documentation:

http://www.coin-or.org/Ipopt/documentation/node152.html

Your question might be coming from having worked with the Fortran 
implementation earlier (looking at your next question), which also 
implemented Hessian approximations in the reduced space (not 
limited-memory).  This is not implemented in the C++ version of Ipopt.

Also, the Ipopt documentation only describes the limited-memory BFGS 
option.  I also implemented a limited-memory SR1 option, which can be 
switched on by setting

limited_memory_update_type sr1

(default is BFGS), but this didn't work particularly well, which is why it 
is not included in the documentation.  But nobody will prevent you from 
trying it out.

>   -       Complementarities: Handling of complementarily constraints using
>   Arvind Raghunathan's constraint relaxation

No, there is no code in the C++ version to handle complemenarity 
constraints, and there is currently no plan to implement something.  You 
could write your model to include penalty terms for complementarity 
constraints in the objective function...

Regards,

Andreas