[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,

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