[Ipopt] Line search rest in intermediate_callback
herve.martin.sc at libertysurf.fr
herve.martin.sc at libertysurf.fr
Wed Nov 18 07:53:45 EST 2009
Hi,
Is it possible to reset the line search from the intermediate_callback method?
(like it is done for instance after each mu update).
It would be useful for me as I would like to implement a penalty-like method to
regularize an optimization problem. I figured out that when updating my penalty
parameter, I would need to reset the history of Ipopt iterates. Otherwise, I
think that the Ipopt filter (or whatever line search is selected) would reject
any new iterate leading to an increase in the objective. Am I right, or would I
need to do more modifications?
Thanks in advance for any help
Hervé MARTIN
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