[Ipopt] Restoration phase question

[Panos Lambrianides]

Hi everyone,

I have been having a great deal of success with Ipopt, solving large scale
non-linear problems in Optimal Control and I wanted to thank everyone
involved for doing such a great job with this package-we will of course
site it in our upcoming papers.

I had a small issue recently with the restoration phase.  The problems are
very similar with the communication back in 2010, here
*http://list.coin-or.org/pipermail/ipopt/2010-January/001855.html
<http://list.coin-or.org/pipermail/ipopt/2010-January/001855.html>*

The error is
*Restoration phase is called at point that is almost feasible,*
*  with constraint violation 4.590405e-05. Abort.*

Derivative checker shows no errors with derivatives.  I use Hessian
approximation
app->Options()->SetStringValue("hessian_approximation", "limited-memory");

Cross-checking with another solver the final solution appears correct,
within my desired tolerance.

I haven't been able to find whether there is a solution to this "issue"
other than perhaps providing an exact Hessian calculation instead of using
BFGS.

If anyone has any new information about this issue, could you please share
it?

Warm regards,
-- 
Panos Lambrianides
panos at soe.ucsc.edu
(415) 713-6718 (Mobile)
https://sites.google.com/a/ucsc.edu/uncertainty-quantification/
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