[Ipopt] Ipopt Stochasticity

[Steimel, Jochen]

Dear all,

 

i have encountered a similar problem as Mr. Rao. Even if I call IPOPT in direct succession with no changes in options or starting points the result might vary, ranging from SOLVE_SUCCEEDED to RESTORATION_FAILED. Does anybody have an idea what might cause this behavior? I am using IPOPT 3.9.1 with linear solver MA57 on a Windows Machine with a Intel Core 2-Duo processor. I only encounter this problem in difficult optimizations. If the problem is trivial, it always converges.

 

Regards

Jochen

 

 

Von: ipopt-bounces at list.coin-or.org [mailto:ipopt-bounces at list.coin-or.org] Im Auftrag von Anil Rao
Gesendet: Freitag, 13. September 2013 14:39
An: ipopt at list.coin-or.org
Betreff: [Ipopt] Ipopt Stochasticity

 

All

I have a problem that I have set up using the latest precompiled Matlab mex files (those that Tony Kelman graciously provided). I am having an issue that Ipopt runs a different number of iterations each time the problem is solved. I change nothing between calls to Ipopt, I simply solve the exact same problem repeatedly with the same initial guess. Does anyone have a reason why I may be having the aforementioned issue of non-repeatability?

Anil Rao

 



-- 
Anil V. Rao
Associate Professor
Department of Mechanical and Aerospace Engineering
University of Florida
Gainesville, FL 32611-6250
Tel:  (352) 672-1529
E-mail:  anilvrao at gmail.com

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