[Ipopt] Sharpening tolerances

[Andreas Waechter]

Hi Paul,

Ipopt generates a sequence of iterates that *converges* to the solution, 
but it might not end up exactly at the theoretical solution, only close 
by.  In your case, 1e-9 seems very close to zero (you can try to reduce 
the tolerance "tol" to less than its default 1e-8, but you might run into 
numerical issues then, due to the finite precision of he floating point 
numbers).

In addition, Ipopt is an interior point method, and this means that will 
never generate iterates where the variables are exactly at their bounds 
(which they often are at the solution).  (Note the "bound_relax_factor" 
and "honor_original_bounds" in this context.)

Regards,

Andreas

On Thu, 27 Jan 2011, Paul Smith wrote:

> Dear All,
>
> I am using Ipopt with AMPL. It works fine, but in a specific problem,
> I get an optimal value for the objective function of
>
> 1.35038e-09
>
> when the solution, theoretically, is zero.
>
> Is there some way of instruct Ipopt to search further to get a value
> closer to zero?
>
> Thanks in advance,
>
> Paul
>
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