[Ipopt-tickets] [Ipopt] #183: AMPL loops tests fail with Ipopt (??? Lagrange multipliers instead of "dual/marginal_value")

[Ipopt]

#183: AMPL loops tests fail with Ipopt (??? Lagrange multipliers instead of
"dual/marginal_value")
-------------------------+-----------------------------------------
  Reporter:  VladimirVV  |      Owner:  ipopt-team
      Type:  defect      |     Status:  reopened
  Priority:  high        |  Component:  Ipopt
   Version:  3.10        |   Severity:  major
Resolution:              |   Keywords:  AMPL loops sign dual values
-------------------------+-----------------------------------------
Changes (by guest):

 * status:  closed => reopened
 * resolution:  fixed =>


Comment:

 I don't think this ticket is completely resolved. If you pose the AMPL
 examples in terms of maximization problems you now get the "flipped" dual
 values (whereas before r2123,r2131 the maximization form of the AMPL
 models received the correct dual values). So perhaps checking the sense of
 the objective is in order?

 I also believe this issue involves whatever code actually copies dual
 values from ASL to initialize (warm-start) Ipopt. This is just a hunch,
 however my evidence comes from examining the behavior of Ipopt in the
 warm-starting example found at https://projects.coin-
 or.org/Ipopt/wiki/IpoptAddFeatures. When one compares the performance of
 Ipopt in this example before and after r2123/r2131, it suggests that the
 original "flipped" dual values where correct for what Ipopt collects from
 ASL (at least in the minimization problem form). In other words, the warm-
 started solve in this example requires only 3 iterations before
 r2123,r2131, whereas after these commits it requires 7 or 8 (basically the
 same amount it required in the non-warm-started solve). So again, perhaps
 the duals values obtained from AMPL (ASL) need to be "flipped" (possibly
 depending on the objective sense).

 I don't have a trac account here, so my credentials are shown below:

 username (preferred): gabeh

 email: gabehack at gmail.com

 name: Gabe

-- 
Ticket URL: <https://projects.coin-or.org/ticket/183#comment:2>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.