[Ipopt] Same input, different output if executed in a loop (c++)

Roberto Verdelli roberto.verdelli at techedgegroup.com
Tue Jan 7 06:30:24 EST 2014

Scenario: c++ code.
Whenever I run my optimization problem with the same inputs, by double
clicking the executable twice or more, I get the exact same output every
time. That's logical because the algorithm is deterministic.

The weird thing is that if I wrap my code in a loop that solves twice the
same exact problem I get two different results. (in terms of number of
iterations and value of the figure of merit)
I checked and there's no persistent variable that could hold some result of
the previous iteration.

I guess the problem is related to the primal/dual infeasibility problem
because, checking the verbose output, I see the divergence of the two
solutions start as soon as the P/D infeasibility problem is solved for the
first time (first iteration).

Should this happen or should I double check for some persistent data that
is shared between iterations? (I'm pretty sure there's no such data)

Does IpOpt keep in memory something of the previous run? Is there a way to
clear this data?

Thanks for your help.
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