[Ipopt] MU_TARGET question

[Vivek Periaraj]

Hi Hans,

Thanks for the clarification!

I still get a 'close-to-zero' solution after setting mu_target to a value like 10. Is there something else I have to set to get all x_i to be positive?

I guess I have to set the mu to be a really large value? As mu_target could be 'sum(x_i*nu_i)' - would that be correct?

Regards,
Vivek

----- Original Message ----- 

> From: "Hans Pirnay" <hans.pirnay at rwth-aachen.de>
> To: "Vivek Periaraj" <vivek.periaraj at gmail.com>
> Cc: "ipopt ipopt" <ipopt at list.coin-or.org>
> Sent: Monday, December 17, 2012 11:54:17 PM
> Subject: Re: [Ipopt] MU_TARGET question

> 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