[Ipopt] tuning strategy for IPOPT parameters

Herzog Raoul Raoul.Herzog at heig-vd.ch
Thu Nov 30 05:14:42 EST 2017


I have a nonconvex optimization problem with ~300 unknowns, where the feasible set is "small" and the objective function relatively flat.
I enter with an initial guess which is the best I can get reasonably, but which does not satisfy the constraints.

IPOPT struggles, some cases are working fine, but with a high number of iterations and passing through several restauration phases; others do not work.
Using callbacks I observed that the constraints are not satisfied during a large number of iterations; they are satisfied only at the very end.

I need to tune the IPOPT parameters, because I have a large number of "similar problems" to solve.

Any hints for a tuning strategy ?

I thought starting with the parameters relative to the "Initialization" phase, but I have no experience how to tune them.

Many thanks in advance,


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