[Ipopt] Which constraint qualification is necessary for IPOPT to converge

Uwe Nowak uwe.nowak at itwm.fraunhofer.de
Sat May 14 10:49:28 EDT 2011


Hello!

I am using Ipopt in my PhD-Thesis and id works reasonable well for my 
practical problem. However i do not know, if it is guaranteed to 
converge for my settings.

In the implementation paper in Section 3.3 it is stated, that under LICQ 
the algorithm converges. However I know, that LICQ might be violated 
even at a local optimal point for my problem.

But MFCQ is satisfied at each feasible point. Is then Ipopt guaranteed 
to converge?

Thank You,
Uwe Nowak



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