[Ipopt] Using IPOPT as a fast primal feasbility solver.

Kelly, Jeff (ON0F) jeff.kelly at honeywell.com
Tue Apr 5 10:39:01 EDT 2011



I find IPOPT to be fast at converging on primal feasibility (i.e.,
inf_pr is small) but dual feasibility is slow (i.e., inf_du is large).


I know it is unrealistic to ask to speed up the dual feasibility because
this is the essence of the interior-point NLP optimality conditions but
I am wondering if there are certain settings/options that are more
primal feasibility based?


For industrial size and type of problems, global feasibility is often an
acceptable and sought after outcome and this is the reason for my query.


Any suggestions would be appreciated - Jeff 

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