[Ipopt] KKT norms
Fabian Wein
fabian.wein at lse.e-technik.uni-erlangen.de
Wed May 9 17:36:47 EDT 2012
Hello,
I wanted to confirm the IPOPT KKT norms and I cannot validate the
complementarity and feasibility norms of IPOPT.
With a high debuglevel (8?) I confirmed, that my function values are
the same as in IPOPT.
With a tolerance of 1e-6 for tol, constr_viol_tol and
acceptable_constr_viol_tol I get a feasible solution.
One of my constraints has a violation of 9e-9 and is therefore within
the tolerances. However, IPOPT says
feasibility 0.0.
This constraint with a Lagrange maltilplier of 3e3 makes my maximal
complementarity error x*e-5 but IPOPT
says something x*e-7.
Thanks for any hint - It's not the most urgent stuff but it puzzles me.
Fabian
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