[Ipopt] finalize solution

Tony Kelman kelman at berkeley.edu
Sun Jul 19 18:09:34 EDT 2015

This may change depending on the setting of the option 

"For both "make_constraints" and "relax_bounds", bound multipliers are 
computed for the fixed variables."

-----Original Message----- 
From: Brad Bell
Sent: Sunday, July 19, 2015 3:01 PM
To: ipopt at list.coin-or.org
Subject: [Ipopt] finalize solution

Consider the case where the lower limit and upper limit is equal for one
of the primal variable components; e.g.,
     x_l[j] = x_u[j]
in the get_bounds_info function.

I appears that in this case, finalize_solution will have
     z_L[j] = z_U[j] = 0.
Is this how Ipopt works ?

If so, consider the optimization problem
     minimize x[0]^2 subject to  1 <= x[0] <= 1
In this case, it appears to me, that the final multiplier z_L[0], in
finalize_solution, should be non-zero.
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