[Ipopt] KKT norms

Fabian Wein fabian.wein at lse.e-technik.uni-erlangen.de
Mon May 14 05:17:38 EDT 2012


no hint? Is there a paper, or a hint where I can find it in the code?



> 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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