[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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