[Ipopt-tickets] [Ipopt] #289: IpOpt reports non-optimal result in case max_iter is reached during watchdog phase

[Ipopt]

#289: IpOpt reports non-optimal result in case max_iter is reached during
watchdog phase
--------------------------+------------------------
Reporter:  danielw        |      Owner:  ipopt-team
    Type:  clarification  |     Status:  new
Priority:  normal         |  Component:  Ipopt
 Version:  3.12           |   Severity:  normal
Keywords:                 |
--------------------------+------------------------
 Dear IpOpt developers,

 I noticed that when IpOpt reaches {{{max_iter}}} during watchdog phase,
 the reported objective function value can be larger than those observed in
 previous iterations.
 For example:
 {{{
 ...
 iter    objective    inf_pr   inf_du lg(mu)  ||d||  lg(rg) alpha_du
 alpha_pr  ls
  110  6.0009584e+01 0.00e+00 1.87e-01  -2.2 3.34e+00    -  2.79e-01 1.01e-
 02f  6
  111  6.0005710e+01 0.00e+00 1.30e-01  -2.2 9.29e-01    -  7.68e-01 2.69e-
 02f  5
  112  6.0000070e+01 0.00e+00 2.33e-01  -2.2 2.14e+00    -  4.26e-01 3.14e-
 02f  5
  113  7.4968410e+01 0.00e+00 1.52e+02  -2.2 8.35e-01    -  1.00e+00
 1.00e+00w  1
                                    (scaled)                 (unscaled)
 Objective...............:   7.4968409981615537e+01
 7.4968409981615537e+01
 }}}

 I would have expected, that in such a case the result from the pre-
 watchdog iteration was returned (in the example above, iteration 112).

 Is this intended behaviour?

 -Daniel

--
Ticket URL: <https://projects.coin-or.org/Ipopt/ticket/289>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.