[Ipopt] Objective value trouble

Sebastian Ferrera Ferrera sebastian.ferrera at corpbanca.cl
Fri Dec 10 08:50:30 EST 2010


My bad,

I had in mind another example and confused me, like Jeff says x = -1.

Thanks.

Sebastian.

De: Kelly, Jeff (ON0F) [mailto:jeff.kelly at honeywell.com]
Enviado el: Viernes, 10 de Diciembre de 2010 10:41
Para: Sebastian Ferrera Ferrera; ipopt at list.coin-or.org
Asunto: RE: [Ipopt] Objective value trouble

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 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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