[petsc-dev] TAOIPM v. IPOPT

Pierre Jolivet pierre.jolivet at enseeiht.fr
Sat Jun 15 12:05:29 CDT 2019


Hello,
I’m trying to solve the following constrained problem:
min   x0*x3*(x0+x1+x2) + x2
s.t.    x0*x1*x2*x3 >= 25 (a)
         x0**2 + x1**2 + x2**2 + x3**2 = 40
         1 <= x0, x1, x2, x3 <= 5
I modified src/tao/constrained/examples/tutorials/toy.c (you can git diff the attached file) to try to solve this problem.
If I remove the inequality constraint (a), by commenting out line 69 and line 72, both TAOIPM and IPOPT converge to the same solution
1.
5.
3.60555
1.
If I try to impose the inequality (a), TAOIPM does not converge, while I get the desired solution from IPOPT (1	4.742999644	3.821149979	1.379408293)
Do you see what I’m doing wrong?

Thanks in advance for your help,
Pierre

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