[Ipopt] feasibility refinement mod

Martin Neuenhofen martinneuenhofen at googlemail.com
Thu Jan 19 06:48:23 EST 2017

Dear community,

I observe that the solver does not try to achieve feasibility as long as an
improvement in the cost function can be made. However, at some point I want
so say "I am happy without optimality in the 10th digit of my cost
function, so now stop and make it feasible.".
So what I tried first of all was the option
options.ipopt.acceptable_obj_change_tol = 1 and hoped the solver would
directly from the first iter only go for feasibility in order to stop as
soon as possible. However, it still solves until a few dozens of iterations
and only eventually decreases the primal infeasibility.

So my questions are:

   - May it be that the option acceptable_obj_change_tol does not have any
   effect at all in Matlab Ipopt 3.12.3 ?
   - How can I force Ipopt into only finding a feasible point from my
   current guess as quickly as possible without increasing the current cost
   function value? So I want to do early what Ipopt would do in the few very
   last iterations where it refines the feasibility.

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