[Ipopt] Multi-start to get different local optimal

[Horand Gassmann]

Quoting Paul Smith <phhs80 at gmail.com>:

> Dear All,
>
> I am using Ipopt to solve a problem, which has apparently many local
> optima. Is there some way of changing the starting point of Ipopt from
> a AMPL, in order to get different local optima??

In that case you have a nonconvex problem, which is considerably harder 
to solve
than a convex problem.

There's a number of things you can do. You could look into the AMPL
looping construct to build a loop that tests different starting points
from inside of AMPL. You could use one of two COIN projects built
on ipopt that allow you to handle global optimization problems, Bonmin
or Couenne. You could use Optimization Services (another COIN-OR project ---
http://projects.coin-or.org/OS). OS allows you to interface to a variety of
solvers (COIN and other) including ipopt, bonmin and couenne.

If you want to know more about OS, drop me a line.

Cheers

gus gassmann