[Ipopt] Warm starting IPOPT with the solution of the optimization problem

Gianpaolo Gulletta gianpaologulletta at gmail.com
Sun Apr 26 12:14:44 EDT 2020


Dear all,

my question is pretty trivial and leads to the implementation of the IPOPT.

I first solve my non-linear constrained optimization problem with IPOPT 
(cold-started) and I save the full solution (variables and multipliers) 
into a file with a precision of 15 numbers after the decimal point.

Then, I solve the same problem with IPOPT warm-started with the previous 
solution loaded from the file. It takes much less iterations to converge 
successfully, but it does not take 0 iterations. Why?

I have an idea of the reasons, but I would like to fully understand why 
this happens.

Thank you in advance.

Best Regards,

Gianpaolo



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