[Ipopt] Many line searches are required near the solution when L-BFGS is used.
Youngsoo Choi
yc344 at stanford.edu
Thu Mar 14 12:27:08 EDT 2013
Dear all,
I am using IPOPT in order to solve a simple shape optimization problem in
which I know what the optimal shape should be. Because it is hard to get an
exact Hessian analytically, I am using L-BFGS instead. I notice that IPOPT
converges to the optimal solution, but near the solution it tends to do a
lot of line search which slows down tremendously. I cound increase the
convergence tolerance a bit in order to terminate IPOPT in a reasonal time
and with a good enough solution.
When BFGS-type algorithm is used, I expect to see that a unit step to be
normally satisfied by whatever the linesearch criteria is used. However, I
am not seeing that from IPOPT.
Any feedback on this issue is welcome.
Thanks.
--
Jesus Loves you,
Young (Youngsoo).
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