cg-penalty crash / questions
|Reported by:||hmartin||Owned by:||ipopt-team|
After reading some papers of Chen/Goldfarb? about their piecewise linear penalty method that has been implemented in Ipopt, I decided to give it a try.
However, I got some crashes that I could solve by doing 3 code modifications. It seems to me that these are actual bugs (at least for the first two, the last modification I did is just a hack). I join my modified file hoping it can help.
By the way, what is the status of this option?
There is no paper on the Ipopt website describing the implementation, and the code is not always documented. Should we expect this option to perform in general better than the standard filter line search?
Is it compatible with other nice options (like the adaptive mu update)?
Reading the available papers, it seems to me this option should perform better than the standard Ipopt line search in case of degenerate constraints. Does this apply to complementarity constraints (if reformulated with a NCP function to satisfy the MFCQ)?