[Ipopt] Is ipopt deterministic?
Ipopt User
ipoptuser at gmail.com
Thu Nov 13 08:35:11 EST 2014
IPOPT itself is fully deterministic, but some dependencies may not be
deterministic. Please see
http://list.coin-or.org/pipermail/ipopt/2013-April/003337.html and
http://list.coin-or.org/pipermail/ipopt-tickets/2013-March/000635.html for
possible explanations of the behavior you are seeing.
On Thu, Nov 13, 2014 at 6:35 AM, Guy Charles <
Guy.Charles at redbulltechnology.com> wrote:
> 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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