[Ipopt] Iteration info
pages25300 at hotmail.com
Fri May 29 15:59:49 EDT 2009
Thanks Andreas. Thanks Stefan. I got it! :)
Now I have another problem. Most of my problems ends with a problem of restoration, and usually there is a high dual infeasibility.
The derivative checker does not find errors, and I tried to solve the problem directly from an .nl file with the same "results".
I suspect that I have to tune some parameters to solve my model. The model is not very hard, it is quadratic but not convex, so I'm just trying to find a local optima. Also some times I have good (primal) starting point (read good as point close to an optimum), which I would expect few iterations to converge but it fails. Any recomendation of which parameters are the most helpful?
PS: Example of the output I get:
WARNING: Problem in step computation; switching to emergency mode.
Restoration phase is called at point that is almost feasible,
with constraint violation 1.674242e-10. Abort.
Number of Iterations....: 87
Objective...............: 1.7361700482095586e+01 1.7361700482095586e+01
Dual infeasibility......: 1.5927196841453206e+14 1.5927196841453206e+14
Constraint violation....: 2.2204460492503131e-16 2.2204460492503131e-16
Complementarity.........: 8.6335610358611384e-03 8.6335610358611384e-03
Overall NLP error.......: 8.6335610358611384e-03 1.5927196841453206e+14
> Date: Wed, 27 May 2009 11:20:32 -0400
> From: andreasw at watson.ibm.com
> To: stefan at math.hu-berlin.de
> CC: pages25300 at hotmail.com; ipopt at list.coin-or.org
> Subject: Re: [Ipopt] Iteration info
> I thought you wanted information within each iteration of Ipopt.
> You can get information about the final point from the SolveStatistics
> object. After the optimization, it has additional statistics (such as
> final value of objective function, final scaled and unscaled constraint
> violation etc), see the IpSolveStatistics.hpp file. After the
> optimization, you can get access to this object from the IpoptApplication,
> using the Statistics() method.
> Hope this helps,
> On Wed, 27 May 2009, Stefan Vigerske wrote:
> > Dl wrote:
> >> Yes, that's great!
> >> But how can I call for example "curr_constraint_violation()"? Calling ip_cq.curr_constraint_violation() from the ::finalize_solution does not work ... what am I missing?
> > ip_cq->curr_constraint_violation()
> > and you need to include the IpIpoptCalculatedQuantities.hpp.
> > But this file is not installed by Ipopt by default.
> > You need the following additional hpp-files from the Ipopt source when
> > using IpoptCalculatedQuantities:
> > $(IPOPTSRCDIR)/src/Algorithm/IpIpoptCalculatedQuantities.hpp \
> > $(IPOPTSRCDIR)/src/Algorithm/IpIpoptNLP.hpp \
> > $(IPOPTSRCDIR)/src/Algorithm/IpIpoptData.hpp \
> > $(IPOPTSRCDIR)/src/Algorithm/IpNLPScaling.hpp \
> > $(IPOPTSRCDIR)/src/Algorithm/IpIteratesVector.hpp \
> > $(IPOPTSRCDIR)/src/Algorithm/IpTimingStatistics.hpp \
> > $(IPOPTSRCDIR)/src/LinAlg/IpScaledMatrix.hpp \
> > $(IPOPTSRCDIR)/src/LinAlg/IpSymScaledMatrix.hpp \
> > $(IPOPTSRCDIR)/src/LinAlg/IpCompoundVector.hpp
> > Stefan
> > --
> > Stefan Vigerske
> > Humboldt University Berlin, Numerical Mathematics
> > http://www.math.hu-berlin.de/~stefan
> > _______________________________________________
> > Ipopt mailing list
> > Ipopt at list.coin-or.org
> > http://list.coin-or.org/mailman/listinfo/ipopt
Windows Live™: Keep your life in sync. Check it out!
-------------- next part --------------
An HTML attachment was scrubbed...
More information about the Ipopt