[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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