[Ipopt] why can iteration 1-2-3 get worsen?
xiaoming.yu at mscsoftware.com
Mon Jun 2 02:12:15 EDT 2008
Hi Andreas :
I used IPOPT 3.3.4 and had results as below. My initial design (iter=0)
is a feasible design. However, iter 1, 2, and 3 get some worsen not
better (objective increases). Why that happens?
Is that my due to automatic scaling?
1) My design variables (all total =301501 in range 0.001, 1.0). Do you
think I need to scale the design variables to 1.0 for all variables?
SDi= 1.0/xi? Any comments?
2) If small obj < 1.0-2 or very small gradients (like 1.-5 to 1.-10),
use your default parameter, the results are not quite good sometime. I
guess Sometimes, I set my own scaling factor :
SCFOBJ = 1.0D+5/abs(OBJ)
Optimization results are much better (may be due to increases gradients
in orders?). If I set 'obj_scaling_factor, SCFOBJ', Does the IPOPT
automatic scaling function still perform based on my already scaled
Why is best way to deal with very small gradients?
Number of nonzeros in equality constraint Jacobian...: 0
Number of nonzeros in inequality constraint Jacobian.: 301501
Number of nonzeros in Lagrangian Hessian.............: 0
Total number of variables............................: 301501
variables with only lower bounds: 0
variables with lower and upper bounds: 301501
variables with only upper bounds: 0
Total number of equality constraints.................: 0
Total number of inequality constraints...............: 1
inequality constraints with only lower bounds: 0
inequality constraints with lower and upper bounds: 0
inequality constraints with only upper bounds: 1
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du
0 8.6609746e+03 8.13e-03 3.92e+00 0.0 0.00e+00 - 0.00e+00
1 8.7928926e+03 6.71e-07 9.92e-02 -2.2 8.78e-03 - 9.74e-01
2 8.7842295e+03 4.99e-07 6.57e-02 -2.8 6.36e-02 - 1.00e-00
3 8.6665713e+03 5.90e-07 7.30e-02 -3.4 6.96e-02 - 9.91e-01
4 8.6328262e+03 1.03e-06 5.93e-02 -4.0 5.79e-02 - 9.99e-01
5 8.6325098e+03 2.42e-07 5.32e-02 -4.6 5.32e-02 - 1.00e+00
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