[Ipopt] Bound-constrained solution worst than initial guess

[Stefan Vigerske]

Hi,

> I'm trying to solve a small bound-constrained problem with Ipopt. I'm
> giving the analytic first-order derivatives and no hessian information.
> 
> The problem is, I have a very good initial estimation of the optimum.
> With my initial estimative, the objective function evaluates to
> -2.6903480e+01. My initial estimate is feasible with respect to the
> bounds and there is no additional constraints. My doubt is: how can
> Ipopt find a solution which is worst (-2.6826471985692432e+01) than my
> initial guess, if the initial guess is a feasible solution? Is that
> something related with the tolerances or options?

Could be that this is becaue Ipopt is an interior point algorithm which 
initially tries to find points in the interior of the search region and 
later moves closer to the boundaries.
Also if your points has some variables on their bounds, then Ipopt moves 
them a bit inside the box, check the option bound_push:
http://www.coin-or.org/Ipopt/documentation/node92.html

Best,
Stefan

-- 
Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics
http://www.math.hu-berlin.de/~stefan