[Ipopt] MU_TARGET question

[Hans Pirnay]

>
> 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?

If my understanding is correct then x_i*nu_i=mu_target holds for each
i (not the sum). If you still get close-to-zero solutions, maybe your
multipliers are very large (scaling of the objective might help)?

If you really want to make sure that you get positive values, try
setting the bound_relax_factor

http://www.coin-or.org/Ipopt/documentation/node87.html

to zero.