[Ipopt] enforcing monotone decrease of mu

Martin Neuenhofen martinneuenhofen at googlemail.com
Mon Feb 6 05:08:08 EST 2017

Hi all,

I am using ipopt with the option.ipopt.mu_strategy = 'monotone' but from by
iteration count I observe that lg(mu) does increase: It starts at -1 and
after some iterations becomes -0.0 . Can one enforce a truly monotone
behaviour? Setting the upper limit to -1 works for this case but may it
happen that the solver first decreases in a sequence like  -1, -2, -3 and
then comes back to -2 or can this only happen because the solver tries to
find a suitable initial mu?

I am thankful for Professor Miller's feedback to my questions on Ipopt's
convergence measures. It would be of great help for me if someone could
come back to my latter questions.

Kind regards
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