[Ipopt] A Globalization Method

zjuzw at sohu.com zjuzw at sohu.com
Fri Mar 15 09:16:49 EDT 2013

Thank you for your attention to this E-mail. In the paper "Adaptive Barrier Strategies for 
Nonlinear Interior Methods" part 5 "A Globalization Method" presents a globalization procedure:
As long as the adaptive primal-dual steps make sufficient progress towards the solution, the 
algorithm is free to choose a new value for the barrier parameter at every iteration. We call 
this the free mode. However, if the iteration fails to maintain progress, then the algorithm 
reverts to a monotone mode, in which a Fiacco-McCormick strategy is applied. Here, the value of
the barrier parameter remains fixed, and a robust globalization technique (e.g., based on
a merit function or a filter) is employed to ensure progress for the corresponding barrier
problem. Once the barrier problem is approximately minimized, the barrier parameter is
decreased. The monotone mode continues until an iterate is generated that makes sufficient
progress for the original problem, at which point the free mode resumes. Is this procedure
applied in current version of IPOPT?
From Wei. 
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