[Ipopt] MU_TARGET question

Hans Pirnay hans.pirnay at rwth-aachen.de
Mon Dec 17 13:24:17 EST 2012

Hi Vivek,

> If I set mu_target to a non-zero value, does it mean that IPOPT would still converge to the optimal solution given that mu or would it converge to a interior point(strictly feasible point)?

it will converge to a strictly feasible point. Given the optimization problem

min f(x)
s.t. h(x) = 0
    x >= 0

it will converge to a point where

mu_target = x_i*nu_i

where nu_i is the bound multiplier for the bound x_i>=0. Therefore,
all x_i are strictly positive.


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