[Ipopt] How to properly scale my problem

[Alessandro Roncone]

Thanks Stefan,

It's a very good documentation!! I'm quite sure I will find detailed help
in it.

Cheers,

Alessandro


2013/6/10 Stefan Vigerske <stefan at math.hu-berlin.de>

> Hi,
>
> the CONOPT manual has some nice documentation on how to scale an NLP:
>   http://www.gams.com/dd/docs/**solvers/conopt.pdf<http://www.gams.com/dd/docs/solvers/conopt.pdf>
> I believe it can be applied to Ipopt as well.
>
> Stefan
>
>
> 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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>>
>>
>
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