[Ipopt-tickets] [Ipopt] #297: Sudden jump uphill after taking small steps

[Ipopt]

#297: Sudden jump uphill after taking small steps
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Reporter:  timholy  |      Owner:  ipopt-team
    Type:  defect   |     Status:  new
Priority:  normal   |  Component:  Ipopt
 Version:  3.12     |   Severity:  normal
Keywords:           |
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 I have an optimization problem for which Ipopt takes a sudden jump uphill,
 without fanfare, at iteration 15. I've posted a log from a
 `print_level=12` run here:
 [https://gist.githubusercontent.com/timholy/48f6b631a67c430ba2cd653d98b2163b/raw/8b56a38493250c4c9978662644b89fd1a53c93f3/optimization.log].
 (I'll try to attach this file, too.)
 You can see I ran with the derivative checker and several other options.
 The end result is that the solution after iteration 15 (or however many
 you want to allow it) is almost 10x worse in terms of objective function
 than the initial starting point.

 It would be a bit challenging to share the code for this problem (it's
 written in Julia, based on a large codebase), but briefly it's an image
 registration problem. The parameters of the optimization are just a
 rotation angle and 2 translations. There's a quadratic interpolation
 performed on the image pixels, which means that the objective function is
 C1 but not C2. The edge pixels might even violate the C1, technically
 speaking. However, you'll note the derivative-checker doesn't complain.

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Ticket URL: <https://projects.coin-or.org/Ipopt/ticket/297>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.