[Ipopt] How to properly scale my problem

Alessandro Roncone alecive87 at gmail.com
Mon Jun 10 10:36:47 EDT 2013


I would like to scale my non linear problem and thus improve my optimizer's
overall performance (since right now I'm getting a lot of messages like
this "In iteration 419, 1 Slack too small, adjusting variable bound"). I
tried to find help both in the documentation and online, but unfortunately
I didn't find any useful tutorial/how to related to tuning this parameter.
Any help would be very appreciated.

Thanks in advance,

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