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Ipopt related things #30

@PierreMartinon

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@PierreMartinon

info: https://github.com/JuliaSmoothOptimizers/NLPModelsIpopt.jl/blob/main/src/NLPModelsIpopt.jl#L119
options of ipopt: https://coin-or.github.io/Ipopt/OPTIONS.html
callback: https://github.com/jump-dev/Ipopt.jl#solver-specific-callback
solution field 'stats': https://juliasmoothoptimizers.github.io/SolverCore.jl/stable/reference/#SolverCore.GenericExecutionStats

We typically use the non-default options:

  • mu_strategy="adaptive" appears better than the default option (monotone) for OCP problems
  • sb="yes" to remove the ipopt header at the start

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