[Ipopt] variable scaling

Stefan Vigerske stefan at math.hu-berlin.de
Fri Dec 8 14:35:57 EST 2017


Hi,

and to add to this: Gradient-based scaling does not scale variables, but 
only objective and constraints.
The equilibration-based scaling would also scale variables.

Stefan

On 12/08/2017 07:23 PM, João Leal wrote:
> Hello Ned,
> 
> See the scaling options at:
> https://www.coin-or.org/Ipopt/documentation/node43.html
> The default is "gradient-based".
> 
> You can change that by specifying an option with something like:
> _app = new Ipopt::IpoptApplication();
> _app->Options()->SetStringValue("nlp scaling method", "none");
> 
> Best regards,
> João Leal
> 
> 2017-12-08 15:34 GMT+00:00 Nedialkov, Ned <nedialk at mcmaster.ca>:
> 
>>
>> Hi All,
>>
>> It seems hard to figure out if the C/C++ version of IPOPT does any
>> automatic scaling of the variables.
>> This was ISCALE 3 and 4 in the Fortran version.
>>
>> So my question is, is there any automatic scaling of variables, and if
>> not, is there a way to
>> turn such a feature on?
>>
>> Regards,
>> Ned Nedialkov
>>
>>
>>
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> 
> 
> 
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