rawlings-group / paresto

A parameter estimation tool for MATLAB/Octave based on CasADi
1 stars 1 forks source link

Presolver option #4

Closed jaeandersson closed 6 years ago

jaeandersson commented 6 years ago

IPOPT appears to work well to solve the NLP but fails to calculate correct multipliers. Sqpmethod+qrqp is better at calculating the correct multipliers, but can be slow and doesn't have good globalization. As an workaround solution, it would be good to be able to use IPOPT (or some other mature code) as a presolver for Sqpmethod+qrqp.