[Ipopt] How to properly scale my problem

Stefan Vigerske stefan at math.hu-berlin.de
Mon Jun 10 13:52:24 EDT 2013


the CONOPT manual has some nice documentation on how to scale an NLP:
I believe it can be applied to Ipopt as well.


On 06/10/2013 04:36 PM, Alessandro Roncone wrote:
> Hello,
> 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,
> Alessandro
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