[Ipopt] 3.7.0 Restoration phase in the restoration phase failed.

[Stefan Vigerske]

Hi,

> I think I fixed the problem (only for square problems, right?).  The
> order of the testing of the convergence checks was incorrect.  I
> committed my change to trunk.  Could you please verfiy that this is now
> doing also the right thing for you?  This chance already fixes the issue
> that Ali Baharev reported for the two test cases he put online (Thanks,
> Ali, for making the test cases available).

Yes, I tried the current 3.7 stable and it works fine again.
It was a square problem:

variables x1, x2, obj;

x1.l  =  10; x2.l  = -10;    // initial value

equations objdef, eq1, eq2, ineq1, ineq2;

objdef.. obj =e=  sqr(2*sqr(x1) - x2) + sqr(x2 - 6*sqr(x1));

eq1..    x1 =e= 10*x2 + x1*x2 ;
eq2..    x1 =e=  3*x2 ;

ineq1..  x2 + x1 =l= 1;
ineq2..  x2 - x1 =l= 2;


The solution should be 0.

Thanks,
Stefan

> 
> Regards,
> 
> Andreas
> 
> 
> On Wed, 30 Sep 2009, Stefan Vigerske wrote:
> 
>> Hi,
>>
>>> I experience similar behaviour. Several nlp's that solved fine with
>>> Ipopt 3.6 give restoration failed trouble with Ipopt 3.7.
>>>
>>> If I revert chgset 1485 (IpRestoConvCheck.cpp), it seems to work better.
>>>
>>> Any clue why sometimes orig_theta_max should not be set to 0, even
>>> though kappa_resto_ is 0? (whatever this means ;-))
>>
>> I just see that I confused chgset's 1484 and 1485.
>> So the patch that works for me is to remove lines 163-165 from
>> IpRestoConvCheck.cpp:
>>
>> --- Ipopt/src/Algorithm/IpRestoConvCheck.cpp    (revision 1572)
>> +++ Ipopt/src/Algorithm/IpRestoConvCheck.cpp    (working copy)
>> @@ -160,9 +160,6 @@
>>     Number orig_inf_pr_max = Max(kappa_resto_*orig_curr_inf_pr,
>>                                  Min(orig_ip_data->tol(),
>>                                      orig_constr_viol_tol_));
>> -    if (kappa_resto_ == 0.) {
>> -      orig_inf_pr_max = 0.;
>> -    }
>>
>>     if (first_resto_iter_) {
>>       Jnlst().Printf(J_DETAILED, J_MAIN,
>>
>>
>> Stefan
>>
>>
>>>
>>> Best,
>>> Stefan
>>>
>>> Ali Baharev wrote:
>>>> Dear Developers,
>>>>
>>>> With the 3.6.1 version, i could successfully solve my feasibility
>>>> problems.
>>>>
>>>> http://reliablecomputing.eu/ipopt/extractive_22.nl
>>>>
>>>> http://reliablecomputing.eu/ipopt/extractive_30.nl
>>>>
>>>> With the 3.7.0 i get Restoration Failed.
>>>>
>>>> Should i stick with 3.6.1? What has changed in 3.7.0 that causes this?
>>>> How can i solve them with the new version?
>>>>
>>>> Many thanks,
>>>>
>>>> Ali
>>>>
>>>> _______________________________________________
>>>> Ipopt mailing list
>>>> Ipopt at list.coin-or.org
>>>> http://list.coin-or.org/mailman/listinfo/ipopt
>>>>
>>>
>>>
>>
>>
>> -- 
>> Stefan Vigerske
>> Humboldt University Berlin, Numerical Mathematics
>> http://www.math.hu-berlin.de/~stefan
>>
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>>
>