[Ipopt] Problem setting the convergence tolerance using the "tol" option in Matlab
Uwe Sander
sander at tum.de
Mon Feb 22 09:16:09 EST 2010
Hi everybody,
I have a minimisation problem where the minimal function value is -1.
But I'm happy when Ipopt gets close enough, let's say to -0.99. So I set
the "tol" option (in Matlab) to 10^-2 and started the optimisation. But
Ipopt still converged with an accuracy of 10^-8 which is the default for
"tol". In the documentation I saw that three other criteria play a role
when the algorithm terminates: "dual_inf_tol", "primal_inf_tol", and
"cmpl_inf_tol". I could set the first and the third of these options but
found no way to set the second ("primal_inf_tol"). I ran the
optimisation again, having set all accessible options to 10^-2, but got
the same result as before: a convergence tolerance of 10^-8.
What am I doing wrong?
Is there even a direct way to tell Ipopt to stop at -0.99?
Best regards,
Uwe
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