[Ipopt] IPOPT Checking Necessary and Sufficient Conditions ?
Anil Rao
anilvrao at gmail.com
Mon Aug 22 12:42:16 EDT 2016
Yes, IPOPT does check the sufficient conditions. Amongst other tests,
IPOPT checks to see that the projected gradient is zero and the projected
Hessian is also positive (semi)-definite in order to determine if the
solution is locally optimal.
On Mon, Aug 22, 2016 at 11:51 AM, Stuart Rogers <smr1 at ualberta.ca> wrote:
> Does IPOPT check that its solution satisfies both necessary and sufficient
> conditions for a local minimum or just necessary conditions? If the latter,
> than the IPOPT solution may be a local maximum or saddle point.
>
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>
--
Anil V. Rao, PhD
Tel: (352) 672-1529
E-mail: anilvrao at gmail.com
Website: http://www.anilvrao.com
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