[Ipopt] Ipopt - Help getting out of local minimum

Sean C McDuffee scmcduff at blueskystudios.com
Thu Dec 13 11:43:54 EST 2012

Hey everybody,

I have a problem that sometimes ends up increasing the objective and 
then landing in a local minimum like so:

iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du 
alpha_pr  ls
    0  1.2178441e-04 1.05e+01 3.78e-02   0.0 0.00e+00    -  0.00e+00 
0.00e+00   0
    1  8.5210593e+00 6.82e-13 2.54e+04 -11.0 2.21e-01    -  1.00e+00 
1.00e+00h  1
    2  3.7647163e-01 6.82e-13 3.79e+01 -11.0 1.40e-01    -  1.00e+00 
1.00e+00f  1
    3  1.7764708e-01 6.82e-13 7.19e+00 -11.0 2.21e-02    -  1.00e+00 
1.00e+00f  1
    4  1.6117151e-01 6.82e-13 1.36e-01 -11.0 2.75e-02    -  1.00e+00 
1.00e+00f  1
    5  1.6112630e-01 6.82e-13 1.55e-02 -11.0 3.01e-04    -  1.00e+00 
1.00e+00f  1
    6  1.6113003e-01 6.82e-13 3.77e-05 -11.0 3.91e-05    -  1.00e+00 
1.00e+00s 47

This eventually kills my solver.

Anybody have any settings advice or tips?

Some of my current settings:

app->Options ()->SetStringValue  ("linear_solver", "ma27");
app->Options ()->SetStringValue  ("nlp_scaling_method", "gradient-based");
app->Options ()->SetStringValue  ("linear_system_scaling", "mc19");
app->Options ()->SetStringValue ("mu_strategy", "adaptive");


More information about the Ipopt mailing list