[Ipopt] Convergence Problem!!!

Juan Carlos Lopez Alfonso jc.atlantis at gmail.com
Mon Jan 2 07:23:31 EST 2012

Hi all:

First of all, may I wish you a happy new year 2012.

I have a question related with the convergence of the IPopt optimization
library. I have programmed my minimization problem and all its methods
(hessian and gradient of the objetive function and constraints). On the
other hand, my problem has a unique solution. When I execute my algorithm
the value of the objetive function increases and decreases after different
number of iterations. Is this behavior normal? Because, I thought that
after several iterations, the value of the objective function should always
decrease to converge to a minimum.

Please, could anyone give me any idea of this issue?
Thank you in advance,
Best regards
Juan Carlos
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