[Ipopt] Question about warm start in combination with other IPOPT options

Lemoine, Roberto Roberto.Lemoine at bci.tu-dortmund.de
Tue Sep 13 13:42:56 EDT 2016

Dear all,

one question. Assume that all the information about the degrees of freedom and Lagrange multipliers (e.g. from a former solution) is given to IPOPT (C++ interface) to do a warm start. Assume that the following options are always specified:

warm_start_init_point:  "yes"
mu_init:                (some value, e.g. 1.0e-3)

Now assume that one or all of the following additional options are also given:

expect_infeasible_problem:       "yes"
recalc_y:                        "yes"
(optionally: recalc_y_feas_tol:  (some value, e.g. 1.0e-2)

Do these additional options affect the behavior of the warm start? e.g. Can it happen that any information about degrees of freedom or multipliers, or any significant step(s) of the warm start algorithm is overridden?

Thank you very much.

Best regards,

Roberto Lemoine

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