[Ipopt] Size of the KKT matrix

Tony Kelman kelman at berkeley.edu
Fri Aug 30 19:17:44 EDT 2013

Do you have any variables that are fixed, with lower bound = upper bound? By 
default Ipopt does a pre-processing step and turns any such variables into 
parameters, so they don't get included in the KKT matrix.


-----Original Message----- 
From: Senses,Begum
Sent: Friday, August 30, 2013 1:44 PM
To: ipopt at list.coin-or.org
Subject: [Ipopt] Size of the KKT matrix

Hello everyone,

I want to get the KKT matrix from Ipopt at every iteration. Therefore I
set Ipopt print level to 12. As expected, Ipopt prints out the KKT
matrix. The unexpected thing is the size of the KKT matrix. When I
construct the KKT matrix  from the hessian and the jacobian, which I
give to IPOPT at the beginning, it has a size 448 x 448. However, the
size of the KKT matrix that Ipopt prints is 442 x 442. Does this mean
the KKT matrix is rank deficient or is there anything else going on in
the Ipopt that changes the size of the KKT matrix.


Senses, Begum
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