[Ipopt] adaptive error tolerance for integrator

Dominik Skanda dominik.skanda at web.de
Mon May 4 09:01:41 EDT 2009

Hi all,
I'm using Ipopt together with cvodes (a numerical integrator with sensitivity capabilities). Now I wonder how to choose the error tolerance of my integrator correctly so that it provides accurate values for the objective and sensitivity values within Ipopt and given Ipopt-accuracy (tol value). If I set the error tolerance of my integrator too low ipopt doesn't converge. If i set it too high, it needs much computer power. Is there a guideline how accurate the values for the eval_f, eval_g and eval_derivatives have to be, so that Ipopt converges? Is there a way to tune the error tolerance in an adaptive way?
Thanks a lot!

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