[Ipopt] How to initialize the slack variables and Lagrangian multipliers

zjuzw at sohu.com zjuzw at sohu.com
Mon Apr 22 12:03:46 EDT 2013

The general formulation of one optimization problem as follows:obj. minf(x)
s.t. h(x)=0
Bring in slack variables l,u and Lagrangian multipliers y,w,z,formulating
Lagrangian function:
L = f(x)-y'h(x)-z'(g(x)-l-g_min)-w'(g(x)+u-g_max)-A,
A represents barrier function.
I want to know how the solver IPOPT initializes the slack variables l,u and 
Lagrangian multipliers y,w,z internally.I have written a program called primal-
dual interior point method under MATLAB environment.And I have found the different
initialization strategies for these variables influence the iterative process 
seriously.So how to select a proper initialization strategy in advance is very
important even if under the same initial condition for state variables x.
Thank you in advance.
From Wei.
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