[Ipopt] mu_target without the hessian of the lagrangian

[Pedro Borges]

 Hi!

Check the code below.

Should I consider this is a problem on the julia side?

using JuMP
using Ipopt

###############################################################

#=
ipoptSolver = IpoptSolver(mu_target = 1.0)
m = Model(solver=ipoptSolver)
@variable(m, x >= 0)
@NLobjective(m, :Min, x)
solve(m)
getvalue(x)
=#

###############################################################

#=
ipoptSolver = IpoptSolver(mu_target = 1.0)
m = Model(solver=ipoptSolver)
@variable(m, x >= 0)
JuMP.register(m, :my_objective, 1, (x) -> x, (x) -> 1.0, (x) -> 0.0)
JuMP.setNLobjective(m, :Min, :(my_objective($(x…))))
solve(m)
getvalue(x)
=#

###############################################################

#=
function val(x1, x2)
return x1 + x2
end

function grad(result, x1, x2)
result[1] = 1.0
result[2] = 1.0
end

ipoptSolver = IpoptSolver(mu_target = 1.0)
m = Model(solver=ipoptSolver)
@variable(m, x[1:2] >= 0)
JuMP.register(m, :my_objective, 2, val, grad, autodiff=false)
JuMP.setNLobjective(m, :Min, :(my_objective($(x…))))
solve(m)
getvalue(x)
=#

Em Ter, 15 de jan de 2019 12:17, Stefan Vigerske <stefan at math.hu-berlin.de>
escreveu:

> Hi,
>
> I do not see where this is happening in the code.
>
> Stefan
>
> On 1/9/19 2:28 PM, Pedro Borges wrote:
> > Hello guys!
> >
> > Is it possible to use mu_target != 0 without proving the hessian of the
> > lagrangian?
> > If I don't provide the hessian Ipopt sets mu_target = 0 against my will.
> >
> > Best,
> >
> >
> > _______________________________________________
> > Ipopt mailing list
> > Ipopt at list.coin-or.org
> > https://list.coin-or.org/mailman/listinfo/ipopt
> >
>
>
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