[Ipopt] finalize solution

Joel Andersson j.a.e.andersson at gmail.com
Sun Jul 19 18:20:36 EDT 2015


Hi Brad!

You probabably need to set the "fixed_variable_treatment" option to get the
correct multipliers:

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

Best regards,
Joel
On Jul 20, 2015 12:03 AM, "Brad Bell" <bradbell at seanet.com> wrote:

> 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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