[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.
cheers,
Hans
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