[Ipopt] feasibility refinement mod

Stefan Vigerske stefan at math.hu-berlin.de
Thu Jan 19 09:52:31 EST 2017

Maybe enabling start_with_resto could help:

On 01/19/2017 12:48 PM, Martin Neuenhofen wrote:
> 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.
> Cheers,
> Martin
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