[Ipopt] Fmincon vs Ipopt

[Hisham Abdulla]

Dear all,

I'm trying to solve a nonlinear convex minimization problem with linear
constraints which I have
solved successfully using MATLAB fmincon.

In fmincon, I used the  option configuration  as below
*options=optimset('Algorithm','sqp','ScaleProblem','obj-and-constr','DerivativeCheck','off','GradObj','on','TolX',1e-16,'TolFun',1e-16,'MaxFunEvals',8000,'MaxIter',6000);
*
and I got local minima after 465 iterations.

In Ipopt, I have modelled my objective function, constraints and its
gradients without errors, but couldn't solve the problem. I used various
linear solvers and scaling. The magnitude of variables in the problem
ranges from 10^-3 to 10^3 and I need to get the value of local minima below
10^-9.

The problem doesn't converge to local minima even after 200000 iterations.
Even after I used the solution which I got from matlab as initial values,
Ipopt still iterates and doesn't converge.

Since I am not from a mathematical background I don't have much knowledge
about Ipopt options.

Could anyone help me please.
Thank you
Hisham Abdulla
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