[Ipopt] Sharpening tolerances

Paul Smith phhs80 at gmail.com
Mon Jan 31 17:34:57 EST 2011


On Mon, Jan 31, 2011 at 2:02 PM, Andreas Waechter
<andreasw at watson.ibm.com> wrote:
>> Thanks, Andreas. I have reduced the tolerance and I am now obtaining
>> zero. Apparently, I am being lucky, as no numerical issue has shown up
>> up -- Ipopt reports:
>>
>> Ipopt 3.9.2: Optimal Solution Found.
>>
>> When Ipopt reports that, can one be sure that there was no numerical
>> issue? That is, can one be sure that the solution is not wrong because
>> of numerical issues?
>
> The message means that Ipopt found a point that satisfies the termination
> criteria for the tolerance you provided.  For the definition of the criteria
> please refer to the Ipopt implementation paper.

Thanks, Andreas, for your clarification.

Regards, Paul




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