Open odow opened 5 days ago
Ah! That's an interesting one :) Uno's ipopt preset performs function scaling (using the gradients at the initial point), THEN perturbs the primal point such that it doesn't sit at its bounds. IPOPT seems to be doing the opposite (perturb the bounds THEN scale), which makes total sense. But it's the kind of things that are not really documented... I will implement the same behavior as IPOPT, which should fix the issue.
But it's the kind of things that are not really documented...
Hahahahaha. Yeah. I guess this is why it's helpful to have a fairly comprehensive test suite.
So far, I've run only MINLPTests.jl. Once we fix the dual issue I can run the much larger set of MOI.Test.runtests
(I didn't for now, because too many things will fail).
The initial value and gradient is undefined because the start value is
y = 0
and there is1 / y^2
This could be classified as expected behavior?
Ipopt is able to solve the model.
Uno
Ipopt