[Ipopt-tickets] [Ipopt] #56: Too many calls to the callbacks functions with the scaling methods "user-scaling" & "equilibration-scaling"

[Ipopt]

#56: Too many calls to the callbacks functions with the scaling methods "user-
scaling" & "equilibration-scaling"
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Reporter:  hmartin            |       Owner:  ipopt-team
    Type:  defect             |      Status:  new       
Priority:  normal             |   Component:  Ipopt     
 Version:  3.3 (C++ Version)  |    Severity:  normal    
Keywords:                     |  
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 When using the scaling methods "user-scaling" or "equilibration-scaling",
 Ipopt calls the callbacks functions for the constraints two times instead
 of one (with the same vector x).

 I tried to identify the problem and it seems to me that in these scaling
 modes, Ipopt scales the variables, whereas with the modes "none" and
 "gradient-based" only the function values are scaled. Somehow, during the
 rescale, the vector x is modified and Ipopt does not use the cached values
 of the constraints (or the jacobian of the constraints).

 This behavior is easy to reproduce by instrumenting the callback functions
 in the exemple hs071 to do a few printf (see attached file)

 As a consequence, these modes are much slower than the default "gradient-
 based" scaling...

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Ticket URL: <https://projects.coin-or.org/Ipopt/ticket/56>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.