[Ipopt] KKT norms

Fabian Wein fabian.wein at lse.e-technik.uni-erlangen.de
Wed May 9 17:36:47 EDT 2012


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.


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