[Ipopt] Is ipopt deterministic?
Guy Charles
Guy.Charles at redbulltechnology.com
Thu Nov 13 06:35:20 EST 2014
Hi,
More out of curiosity really:
At times I’m getting some non-deterministic behaviour in my iterations and no of iterations before Ipopt finds an optimum. Despite running the same script twice in a row with identical conditions, I may get different results. I assume that the ‘error’ is in my function calls, scripts or layers of code between ipopt and the function calls, but I thought I should double check that Ipopt is completely deterministic.
Should ipopt be completely deterministic from each isolated solve call?
Is there any random jitter added in when it encounters an issue?
Would a badly scaled problem cause non-deterministic issues w.r.t numerical precision?
Is it possibly that anything in the linear solvers that could cause this?
Thanks in advance for any help,
Guy
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