Thank you for timely reply.
When BNLS is used in my original problem, it’s very hard to converge in the second time step iteration. The residual output information indicate the iterations seems stuck in a small interval and repeat again and again. This phenomenon also appears in IPOPT, but once I turn off line search with command linesearch=false, the IPOPT can give correct results.
The results for the first time step is almost the same with IPOPT. Since IPOPT uses the primal-dual interior point method, I think maybe ipm or PDIPM may help to retrieve the correct IPOPT results. If PDIPM is not readily available, how about ipm?
Meanwhile, I’m trying other Tao solvers, but till now, the problem is not solved.