[Ipopt] Convergence issues

Miguel Angel Salazar de Troya salazardetroya at gmail.com
Tue Mar 10 15:04:39 EDT 2015


I'm trying to optimize an unconstrained problem with a penalty function. My
goal is to obtain either 0 or 1 for the variables and the penalty term
takes care of this.

The optimization eventually converges, but at the beginning, for each
iteration, the objective function is evaluated many times, over 50 times.
For each iteration, I obtain an output like this:

iter objective             inf_pr        inf_du     lg(mu)   ||d||
lg(rg)  alpha_du   alpha_pr ls
   5  1.4656145e+04 0.00e+00 1.29e+53  -0.1   8.80e+92  -5.4    8.88e-95
 2.08e-148f172 FqsWSWs

Any idea of what's going on and how I could make it converge faster?

Thanks in advance

*Miguel Angel Salazar de Troya*
Graduate Research Assistant
Department of Mechanical Science and Engineering
University of Illinois at Urbana-Champaign
(217) 550-2360
salaza11 at illinois.edu
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://list.coin-or.org/pipermail/ipopt/attachments/20150310/24c19768/attachment.html>

More information about the Ipopt mailing list