[Ipopt] KKT norms

Fabian Wein fabian.wein at lse.e-technik.uni-erlangen.de
Tue May 15 03:49:01 EDT 2012


Hi Andreas,

> Ipopt uses both scaled and unscaled quantities for the termination
> test. The scaled versions are defined in equation (5) of the
> implementation paper (see the Ipopt wiki page for the citation).

Thanks!

> You can see the detailed values under "Convergence Check" in the
> print_level >= 7 output.
>
> As for the constraint violation, I assume it is an inequality
> constraint(?). What might be happening is that Ipopt relaxed the right
> hand side (bound) of the constraints a bit, according to the
> bound_relax_factor setting. So, if the RHS is relaxed by 1e-8, the
> value you report would be considered feasible.

That's it! I didn't think about the inequality transformation.

Thanks a lot,

Fabian


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