[Ipopt] AMPL loops tests fail with Ipopt

[vladimir voloshinov]

Dear sirs,
I tried AMPL loops scripts (http://www.ampl.com/NEW/loop2.html) with
different AMPL-solvers (on Linux):
lpsolve, snopt, knitro and ipopt (Ipopt 3.10.0 (Linux
2.6.32-71.29.1.el6.x86_64), ASL(20110308)).
and found that all solvers work properly except Ipopt (I tried multi1
and multi2 examples only).

I suspect that the reason is that Ipopt loses some dual variables
between repeating "solve".
Can somebody recommend any workaround?
I found some notes here
https://projects.coin-or.org/Ipopt/wiki/IpoptAddFeatures.
Unfortunately, only setting addition option
warm_start_init_point=yes
did not help.

Am I right that it is required to reproduce all ipopt_zL/U_in/out stuff also?

Take multi2 for instance.
With
option solver ipopt;
in multi2.run
$ampl multi2.run
fails with the following dump (final part of output)
===============================
PHASE I -- ITERATION 3

PRODUCT bands

Error at _cmdno 104 executing "solve" command
(file multi2.run, line 39, offset 1034):
error processing param price['CLEV','STL']:
        failed check: param price['CLEV','STL'] = 0.6209092318224038
                is not <= 1e-06;
Error at _cmdno 104 executing "solve" command
(file multi2.run, line 39, offset 1034):
error processing param price['PITT','STL']:
        failed check: param price['PITT','STL'] = 0.37909076811866227
                is not <= 1e-06;
===============================
It means that the following constraints in multi2.mod are violated...
param price {ORIG,DEST} <= 0.000001; # dual price on shipment limit


Sincerely yours,
-- 
Vladimir V. Voloshinov,
Ph.D, head of lab. C-3 "Distributed computing algorithms"
Center of Grid-technologies & Distributed Computing, http://dcs.isa.ru,
Institute for System Analysis Russ. Acad. Sci., http://www.isa.ru,