[Ipopt] Objective value trouble

[Kelly, Jeff (ON0F)]

Sebastian;

 

BTW - I would have thought that the global minimum is f(x) = -0.5 and x
= -1 whereas f(x=-0.25) = -0.21875.  I also confirmed this Xpress-SLP as
well.

 

Jeff 

 

Optimize __OBJ___ :

  x + 0.5 * x ^ 2

 

Subject To:

 

Bounds:

-10 <= x <= 10

End

 

 

From: ipopt-bounces at list.coin-or.org
[mailto:ipopt-bounces at list.coin-or.org] On Behalf Of Sebastian Ferrera
Ferrera
Sent: Friday, December 10, 2010 8:22 AM
To: ipopt at list.coin-or.org
Subject: [Ipopt] Objective value trouble

 

Dear IPopt user community:

 

I am currently working on a project using the IPopt minimization under
contraints.

 

An example for visual studio "csipopt" converges successfully. 

 

Yet - for the sake of benchmarking - I am trying to minimize the 1D
polynomial f(x) = x + x2/2 under the constraints -10<x<10 and with
initial guess x = 1.

Accordingly the gradient is g(x) = 1 + x and the hessian h(x) = 1. IPopt
fails to find the minimum x=-1/4 as the iterations deviate only
marginally from the initial value as shown by the attached file.

 

Please advise me how to proceed. I suspect this must be a minor option
setting.

 

Thank you.

 

Sebastian Ferrera, Chile

 

 

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