[Ipopt] Ipopt stuck at local optimum

[Joris Kinable]

Dear,

I'm trying to solve a non-linear problem. Unfortunately, the heuristics we
developed to solve the problem have difficulties finding good solutions.
Therefore we were considering to use a ipopt as an additional optimization
phase. As a first test, we did the following:

1. Solve the problem heuristically, with a time limit.
2. Feed the resulting solution to Ipopt, and let is solve.

So far, Ipopt only produces mediocre results which are not competitive with
the heuristic: letting the heuristic run for a larger amount of time
usually produces better results. Apparently, ipopt gets stuck at a local
optimum. How can I get ipopt out of the local optimum? Should I restart it
with a different initial solution, or are there better approaches?
I currently only have experience with linear solvers; not with non-linear
solvers.

br,

Joris
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