[Ipopt] About Iterations values!!!

[Andreas Waechter]

Juan Carlos,

As Edson had explained, the algorithm might have to increase the 
objective function value in order to make the iterates feasible.  It is 
not uncommon to see smaller objective function values in earlier 
iterations, but at those the constraints might be violated.  This is 
probably not a point you would want as your solution.

In case you wanted to have access to earlier iterations, you could use 
the "intermediate_callback" method, see 
http://www.coin-or.org/Ipopt/documentation/node46.html

Andreas Waechter

Associate Professor
Department of Industrial Engineering and Management Sciences
McCormick School of Engineering
Northwestern University
Evanston, IL 60208
USA


On 01/04/2012 05:57 PM, Juan Carlos Lopez Alfonso wrote:
> Hi all:
>
> I have another interesting question. When I run my problem (IPopt in 
> C++), several iterations are executed and the optimization process 
> aborts when any of the imposed (or by default) stop criteria is 
> satisfied. The algorithm says that the optimal solution is the lastest 
> evaluation of the objetive functional, while there are other 
> iterations with smaller values. If i have several iterations, should 
> be no the optimal solution the smaller value?
>
> Please any help will be very useful,
> Thank you in advance
> Juan Carlos
>
>
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