[Ipopt] Convergence Problem!!!

Andreas Waechter awaechter.iems at gmail.com
Wed Jan 4 16:16:28 EST 2012


Hi Juan Carlos,

Many convergence problems are due to incorrect derivatives.  Did you run 
the derivative checker 
(http://www.coin-or.org/Ipopt/documentation/node53.html)?

Andreas

On 01/04/2012 03:06 PM, Juan Carlos Lopez Alfonso wrote:
> Hi Edson:
>
> Thank you for your answer, It is very useful. Please, let me explain 
> in more details my problem. I am working in a very big optimization 
> problem, but in order to simplify I have created a reduced example for 
> test in my laptop. I have implemented my problem in Matlab and IPopt 
> with C++ for checking the results. I have compared the results 
> obtained for each method (functional/constraint evaluation, gradient 
> of the functional/constraint and hessian of the functional) for matlab 
> and Ipopt, which are the same. However, in matlab the minimum of the 
> functional is achieved in 20 iterations, while in C++ the iterations 
> do not converge and execute a lot of iterations.
>
> Please, could you give me any suggestion?
> Best regrads
> Juan Carlos
>
>
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