[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
fixed_variable_treatment
http://www.coin-or.org/Ipopt/documentation/node43.html#SECTION000114060000000000000
"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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