[Ipopt] Initial guess near the solution
Allan Leal
allanmulin at gmail.com
Mon Apr 22 13:39:26 EDT 2013
I need to performa sequence of optimization calculationsin which the
initial guess of the i-th calculationis the result of the i-1-th
calculation.
The objective function remains the same on these calculations---only the
equality constraints suffer some slight modifications.Therefore, the
previous result is a excellent initial guess for the next calculation.
I would like to know how I can provide not only the primal variables
/x/, but also the Lagrangemultipliers /y/ and /z/? I have observed that
providing only a good /x/ is not enough, since several iterations are
required to determine /y/ and /z/.
I believe there is a catch also as to the initial value of the barrier
parameter /mu/. I would be appreciate for any advice on this too.
One important remark: on these calculations some variables will be very
near to the boundary. This is what I expect for those variables that
should in fact be on the boundary, and the small inaccuracy is fine for
me. Therefore, the calculation should be able to start from an initial
guess very close to the boundary.
Thanks,
Allan
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