Comments (3)
Hi! It works without the option, although IPOPT might do some smarter tricks when you additionally set that option, I haven't experimented with that yet.
Generally I've found it's quite difficult to warm-start interior point methods like IPOPT, because of the way they solve the problem: The initial variables are often changed a lot to move into the center of the constraints during the first iteration. SQP methods, like SNOPT, might be a better choice if you have trustworthy information of the initial values (like in Model-Predictive-Control, where the initial values can be the solution of the previous solve).
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Thanks for your kind reply!
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Hi! It works without the option, although IPOPT might do some smarter tricks when you additionally set that option, I haven't experimented with that yet.
Generally I've found it's quite difficult to warm-start interior point methods like IPOPT, because of the way they solve the problem: The initial variables are often changed a lot to move into the center of the constraints during the first iteration. SQP methods, like SNOPT, might be a better choice if you have trustworthy information of the initial values (like in Model-Predictive-Control, where the initial values can be the solution of the previous solve).
Hi @awinkler, I have the same question about using SNOPT. Do I just set the variables with good initial values or I should also change the parameter "Cold" in the snopt_sovler.cc? Once I set Cold = 2, which stands for warm starting, SNOPT gives warnings of "Invalid argument Fstate" and it seems that Fstate are not assigned with any meaningful values in SnoptAdapter. Thank you!
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Related Issues (20)
- How to setup a problem where some constraints depend on a single variable_set and others depend on a series of variable sets
- Unit tests are broken HOT 1
- ROS 2 Foxy Release? HOT 10
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- Project status
- ifopt-config.cmake error on Windows HOT 1
- defining equaility constraints
- errors with Snopt 7.7 HOT 2
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- Internal representation of optimization variables HOT 8
- GetBounds() violation when both boundaries are negative HOT 3
- [Q] Weak solver performance HOT 8
- Using AD Libraries HOT 1
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- Disabling solution summary. HOT 1
- I have add a GetHession function to this library. Does anyone know how I should submit to the library owner HOT 2
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