Oliver Hinder issues

Results 8 issues of


                                            Oliver Hinder

handle maximize and minimization problems

address andreas's feedback

- due better job of explaining merit function acceptance condition - figure out why IPOPT fails more often than in IPOPT paper (I think it is MUMPs, https://github.com/JuliaSmoothOptimizers/CUTEst.jl may use...

paper

warm start dual variables JuMP

Solver speed

Go through code and fix speed issues. Note that display progress is taking longer than it should. See: https://discourse.julialang.org/t/speeding-up-julia/4794 https://julialang.org/blog/2013/09/fast-numeric https://docs.julialang.org/en/release-0.4/manual/performance-tips/

print summary info on quality of point obtained.

update complementarity penalty

$(s_i y_i - \mu)^3 / (\mu^2 * \beta_2^2)$

change inequalities in base code

Currently we use a(x) >= 0, but paper uses a(x)

Default tolerances

There appears to be no defaults for absolute_optimality_tol relative_optimality_tol eps_primal_infeasible eps_dual_infeasible However if these values are not specified the solver does not throw an error.