IPOPT to AIMMS Mapping

Description

The table shows in the left column the parameters from IPOPT that can be set in AIMMS; the right column displays for each IPOPT parameter the associated AIMMS option.

Name in IPOPT Option name in AIMMS

accept_every_trial_step Always accept full trial step

acceptable_compl_inf_tol Acceptable complementarity tolerance

acceptable_constr_viol_tol Acceptable constraint violation tolerance

acceptable_dual_inf_tol Acceptable dual infeasibility tolerance

acceptable_iter Maximum number of acceptable iterations

acceptable_obj_change_tol Acceptable objective change tolerance

acceptable_tol Acceptable relative convergence tolerance

alpha_for_y Constraint multipliers step size method

alpha_for_y_tol Equality multipliers switch tolerance

barrier_tol_factor Barrier convergence tolerance factor

bound_frac Point to bound relative distance

bound_mult_init_method Bound multipliers initialization method

bound_mult_init_val Initial value for bound multipliers

bound_mult_reset_threshold Bound multipliers reset threshold

bound_push Point to bound absolute distance

bound_relax_factor Factor for initial bounds relaxation

check_derivatives_for_naninf Check derivatives for invalid numbers

compl_inf_tol Complementarity tolerance

constr_mult_init_max Constraint multipliers initial guess limit

constr_mult_reset_threshold Constraint multipliers reset threshold

constr_viol_tol Constraint violation tolerance

corrector_type Corrector steps type

derivative_test Derivative testing

derivative_test_perturbation Derivative test perturbation size

derivative_test_print_all Derivative checker verbosity

derivative_test_tol Derivative test tolerance

diverging_iterates_tol Diverging iterates tolerance

dual_inf_tol Dual infeasibility tolerance

evaluate_orig_obj_at_resto_trial Use original objective function in restoration phase

expect_infeasible_problem Quickly detect infeasible problem

expect_infeasible_problem_ctol Minimum violation infeasible problem

expect_infeasible_problem_ytol Maximum multipliers infeasible problem

first_hessian_perturbation First Hessian perturbation size

fixed_mu_oracle Fixed mode oracle

fixed_variable_treatment Fixed variable handling

hessian_approximation Method for Hessian computation

hessian_constant Assume quadratic problem

honor_original_bounds Honor original bounds

jac_c_constant Assume equality constraints are linear

jac_d_constant Assume inequality constraints are linear

jacobian_regularization_value Jacobian regularization value

limited_memory_max_history Hessian approximation history memory limit

limited_memory_max_skipping Hessian approximation successive iterations limit

linear_scaling_on_demand Linear system scaling

linear_solver Linear solver selection

linear_system_scaling Linear system scaling method

ma27_la_init_factor MA27 real workspace memory

ma27_liw_init_factor MA27 integer workspace memory

ma27_meminc_factor MA27 increment factor for workspace size

ma27_pivtol MA27 pivot tolerance

ma27_pivtolmax MA27 maximum pivot tolerance

ma57_automatic_scaling MA57 scaling

ma57_block_size MA57 block size

ma57_node_amalgamation MA57 node amalgamation parameter

ma57_pivot_order MA57 pivot order

ma57_pivtol MA57 pivot tolerance

ma57_pivtolmax MA57 maximum pivot tolerance

ma57_pre_alloc MA57 work space memory safety factor

ma57_small_pivot_flag MA57 small pivot parameter

ma77_u MA77 pivot tolerance

ma77_umax MA77 maximum pivot tolerance

ma86_u MA86 pivot tolerance

ma86_umax MA86 maximum pivot tolerance

ma97_u MA97 pivot tolerance

ma97_umax MA97 maximum pivot tolerance

max_hessian_perturbation Maximum Hessian perturbation

max_iter Maximum number of iterations

max_refinement_steps Maximum number of refinement steps

max_soc Second order correction trial steps limit

mehrotra_algorithm Execute Mehrotra algorithm

min_hessian_perturbation Minimum Hessian perturbation

min_refinement_steps Minimum number of refinement steps

mu_init Barrier parameter initial value

mu_linear_decrease_factor Linear decrease factor barrier parameter

mu_max Maximum value for barrier parameter

mu_max_fact Adaptive strategy factor limit

mu_min Minimum value for barrier parameter

mu_oracle Adaptive strategy oracle

mu_strategy Barrier parameter update strategy

mu_superlinear_decrease_power Superlinear decrease rate barrier parameter

mumps_mem_percent MUMPS working space percentage increase

mumps_permuting_scaling MUMPS permuting and scaling

mumps_pivot_order MUMPS pivot order

mumps_pivtol MUMPS pivot tolerance

mumps_pivtolmax MUMPS maximum pivot tolerance

mumps_scaling MUMPS scaling

nlp_lower_bound_inf Minus infinity lower bound

nlp_scaling_max_gradient Maximum gradient after NLP scaling

nlp_scaling_method NLP scaling method

nlp_upper_bound_inf Infinity upper bound

obj_scaling_factor Objective function scaling factor

perturb_dec_fact Hessian perturbation decrease factor

perturb_inc_fact Hessian perturbation increase factor

perturb_inc_fact_first First Hessian perturbation increase factor

point_perturbation_radius Maximum perturbation of evaluation point

print_level Output verbosity level

print_options_documentation Print all available algorithmic options

print_user_options Print all user selected options

quality_function_max_section_steps Quality function section steps limit

recalc_y Recalculate constraint multipliers

recalc_y_feas_tol Recalculate constraint multipliers tolerance

required_infeasibility_reduction Required infeasibility reduction

slack_bound_frac Slack to bound relative distance

slack_bound_push Slack to bound absolute distance

soft_resto_pderror_reduction_factor Reduction factor primal dual error

start_with_resto Force start in restoration phase

tol Relative convergence tolerance

watchdog_shortened_iter_trigger Watchdog shortened iteration trigger

watchdog_trial_iter_max Maximum number of watchdog iterations