[Ipopt] MU_TARGET question
Vivek Periaraj
vivek.periaraj at gmail.com
Mon Dec 17 15:01:19 EST 2012
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
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