[Ipopt] Feasible iterations only - again

Horand Gassmann Horand.Gassmann at Dal.Ca
Mon Mar 12 14:07:25 EDT 2012

Fabian Wein <fabian.wein at lse.e-technik.uni-erlangen.de> wrote:

> In my current model, the objective is only defined for a feasible  
> design. Hence the nonlinear inequalitiy constraints
> need to be feasible for the nonconvex nonlinear problem.
> If found an old thread: "Feasible iterations only"  
> http://list.coin-or.org/pipermail/ipopt/2007-May/000778.html
> Here Andreas states that this is not in Ipopt and not planned.
> I have not much hope, but anyway - has this changed meanwhile?  
> Anyone knows a solver with this feature? E.g. SNOPT, KNITRO?

I asked Andreas a related question recently. His answer, which made a  
lot of sense to me, was to simply use a zero function as the  
objective. For your problem this would mean that you could solve the  
feasibility problem first, then use the known feasible point as a  
starting point for the optimization phase.

But if you have nonconvex functions, then Ipopt may not be the best  
solver, anyway. Among the COIN-OR solvers you may want to try Couenne,  
and you can work within OS (Optimization Services  
https://projects.coin-or.org/OS) to let you switch seamlessly between  
the two.




Horand I. Gassmann, Professor

School of Business Administration, Dalhousie University
6100 University Avenue, PO Box 15000
Halifax, Nova Scotia, Canada, B3H 4R2
ph. (902) 494-1844
fax (902) 494-1107


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