[Ipopt] Ipopt stuck at local optimum

[Joris Kinable]

Dear Frank Kampas,

You are indeed correct that ipopt is not a global solver. Yet I was
wondering whether there are approaches to get ipopt out of the local
optimum. I could for example re-start ipopt with a new, random initial
solution, but usually (at least with heuristics), restarting from an
entirely new solution is a bad idea. It is usually better to retain part of
the old solution. Hence, a better approach might be to take the solution
returned by ipopt, perturbate that solution (or destroy part of the
solution) and resolve using that solution as a starting point. This
approach retains part of the old solution.
Nevertheless, as I have no experience with non-linear solvers, I don't
really know what good approaches are; these are just guesses. Are you aware
of other, better approaches to get better solutions out of ipopt if it gets
stuck at a local optimum?

br,

Joris


On Thu, Apr 25, 2013 at 11:35 PM, Frank Kampas <fkampas at msn.com> wrote:

>   Ipopt ,by design, find a local optimum.  It is not a global solver.
>
>  *From:* Joris Kinable <deus87 at gmail.com>
> *Sent:* Thursday, April 25, 2013 4:56 PM
> *To:* ipopt at list.coin-or.org
> *Subject:* [Ipopt] Ipopt stuck at local optimum
>
>  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
>
> ------------------------------
> _______________________________________________
> Ipopt mailing list
> Ipopt at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/ipopt
>
>
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/ipopt/attachments/20130426/1839bcc6/attachment.html>