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I am using IPOPT for MATLAB (OptiToolbox). I am interested in only feasible solutions, so I make the objective function a constant and run the solver. But I find that IPOPT is still trying to get a dual feasible solution. Is there a way to make the solver ignore the dual problem completely? I tried setting a large dual_inf_tol but even that didn't help. Please suggest ideas. |
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Replies: 3 comments
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Try setting |
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Worked out. Thanks.
…On Mon, Oct 4, 2021 at 5:48 PM Stefan Vigerske ***@***.***> wrote:
Try setting tol and compl_inf_tol to large values, too.
tol is the max of primal infeas, dual infeasibility, and complementarity
violation in the scaled problem.
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Of course needed to set constr_viol_tol and acceptable_constr_viol_tol
also. Also, the substitute for ‘tol’ in OptiToolbox is acceptable_tol.
On Wed, Oct 6, 2021 at 5:27 AM Bharath ae15d019 ***@***.***>
wrote:
… Worked out. Thanks.
On Mon, Oct 4, 2021 at 5:48 PM Stefan Vigerske ***@***.***>
wrote:
> Try setting tol and compl_inf_tol to large values, too.
> tol is the max of primal infeas, dual infeasibility, and complementarity
> violation in the scaled problem.
>
> —
> You are receiving this because you authored the thread.
> Reply to this email directly, view it on GitHub
> <#520 (comment)>,
> or unsubscribe
> </~https://github.com/notifications/unsubscribe-auth/AHHO5AJSCJB4XGHRX5BBL3DUFGLR7ANCNFSM5FGL4IEQ>
> .
> Triage notifications on the go with GitHub Mobile for iOS
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> or Android
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Try setting
tolandcompl_inf_tolto large values, too.tolis the max of primal infeas, dual infeasibility, and complementarity violation in the scaled problem.