[Ipopt-tickets] [Ipopt] #291: IpoptException in "IpBacktrackingLineSearch.cpp" - No Restoration Phase given

[Ipopt]

#291: IpoptException in "IpBacktrackingLineSearch.cpp" - No Restoration Phase
given
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Reporter:  kamilova                              |      Owner:  ipopt-team
    Type:  defect                                |     Status:  new
Priority:  high                                  |  Component:  Ipopt
 Version:  3.12                                  |   Severity:  critical
Keywords:  cg-penalty error -100 Backtracking    |
  Line Search                                    |
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 Dear all,

 I am struggling with my Ipopt implementation. At this point I am confident
 that I am supplying the objective function, gradient, constraint function
 and Jacobian correctly. I do not have any second order information so I
 use a Hessian approximation with Ipopt. As it turns out, my problem would
 always go into restoration phase and then I would get the output

 EXIT: Converged to a point of local infeasibility. Problem may be
 infeasible.

 I started playing with the options, and set:

 hessian_approximation limited-memory
 hessian_approximation_space all-variables
 slack_bound_frac 0.5
 slack_bound_push 0.5
 limited_memory_update_type sr1
 nlp_scaling_method gradient-based
 expect_infeasible_problem yes
 mu_strategy adaptive
 derivative_test first-order
 corrector_type affine

 These seem to improve the optimisation behaviour. I wanted to try a
 different line search method, since in a previous optimisation
 implementation (of the same problem) I had a lot of issues with the
 penalty function used which lead my points to not make any progress due to
 the tiniest stepsizes. I wanted to activate cg-penalty, and the
 optimisation seems to work a lot better, but is terminated early, with the
 error message:

 Exception of type: IpoptException in file "IpBacktrackingLineSearch.cpp"
 at line 545:
  Exception message: No Restoration Phase given to this Backtracking Line
 Search Object!

 EXIT: Some uncaught Ipopt exception encountered.

  An error occurred.
  The error code is         -100

 I fear that it might be one of the other options that I have changed, or
 maybe I didn't add something I should have.

 Any advice on the matter would be greatly appreciated.

 Thank you for your time,

 Alissa

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Ticket URL: <https://projects.coin-or.org/Ipopt/ticket/291>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.