[Ipopt] Lower Bound for Objective Function?
Uwe Nowak
uwe.nowak at itwm.fraunhofer.de
Fri Nov 27 11:56:14 EST 2009
Hello!
I am using Ipopt as part of an optimization step within a local search
heuristic.
This means I have a locally optimal solution, then perturbate the
solution (which usually leads to an better but infeasible solution) and
restart the optimization.
The new solution is accepted, if it is better then the old one. In most
runs that is not the case.
I would like to stop, if it is likely, that the new solution is worse
then the old one. Then I do not really care about about the exact optimum.
I know I can run the algorithm with high tolerance and rerun it with
tighter tolerance it the solution seems to be near optimal.
However I would like to know if there is a way to get a lower bound out
of Ipopt?
The model is 2 times continuous differentiable with convex objective and
reverse convex constraints. Analytic gradient and hessian are provided.
Thank you,
Uwe
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