[Ipopt] Inner Point Method ?
4bine
4bine at freenet.de
Wed Aug 25 16:07:25 EDT 2010
Dear all,
as the abbreviation of ipopt is short for interior point optimizer, I
was quite suprised that it was possible to terminate at a KKT-point
located in a part of the feasible set with no interior, e.g. at the end
of a line, as the following figure shows. Let
o be the KKT-Point
~ the feasible starting point and
x the feasible set.
xxxxxxxxxxxx
x xxxxxxx~xx
x xxxxxxxxx
x xxxxxxxx
x xxxxxxx
x xxxx
o
or to pass through a local "tight" part of the set
x xxx
xxx xxxxxx
xxxxx xxxxxxxx
~xxxxxxxxxxxxxxxx
xxxxx xxxxxxx
xxx xxxx
x o
So I was wondering, if ipopt uses some type of regularization of the
feasible set or what a possible explanation could be.
Best regards,
Sabine S.
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