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Hi,<br>
<br>
First of all: @ Andreas, Thank you very much for your comments! The
derivative checker as well as the limited-memory bfgs option are
working now.<br>
<br>
Unfortunately, I ran into two new problems (questions).<br>
1.) How can I stop ipopt if the objective is just below the
primal_inf_tol (but not below the dual_inf_tol)? The
acceptable_obj_change_tol option does not seem to work properly and I
tried all the other options without success.<br>
<br>
2.) Does anyone know why the objective jumps during the interation (see
below)? (How can I circumvent this problem?) Is there any maximum step
size implented in ipopt? Or might it be the restoration phase of the
Hessian approximation. (By the way, what does <small><font
face="Courier New, Courier, monospace">1.00e+000w </font></small> mean
in the alpha_pr row? More precisely the w?)<br>
<br>
Any help would be very nice!<br>
<br>
Best regards,<br>
Andre Loerx <br>
<br>
PS: In my problems I consider a least squares formulation, such that
the
objective (and gradient) become(s) very small.<br>
<br>
<small><font face="Courier New, Courier, monospace">******************************************************************************<br>
This program contains Ipopt, a library for large-scale nonlinear
optimization.<br>
Ipopt is released as open source code under the Common Public License
(CPL).<br>
For more information visit <a class="moz-txt-link-freetext" href="http://projects.coin-or.org/Ipopt">http://projects.coin-or.org/Ipopt</a><br>
******************************************************************************<br>
<br>
This is Ipopt version 3.9.1, running with linear solver ma27.<br>
<br>
No errors detected by derivative checker.<br>
<br>
Number of nonzeros in equality constraint Jacobian...: 0<br>
Number of nonzeros in inequality constraint Jacobian.: 0<br>
Number of nonzeros in Lagrangian Hessian.............: 0<br>
<br>
Total number of variables............................: 16<br>
variables with only lower bounds: 0<br>
variables with lower and upper bounds: 0<br>
variables with only upper bounds: 0<br>
Total number of equality constraints.................: 0<br>
Total number of inequality constraints...............: 0<br>
inequality constraints with only lower bounds: 0<br>
inequality constraints with lower and upper bounds: 0<br>
inequality constraints with only upper bounds: 0<br>
<br>
iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du
alpha_pr ls<br>
0 4.1541153e-002 0.00e+000 5.95e+001 0.0 0.00e+000 - 0.00e+000
0.00e+000 0<br>
1 9.6285819e-003 0.00e+000 1.56e+001 -11.0 5.95e+001 - 1.00e+000
9.77e-004f 11<br>
2 7.3407467e-003 0.00e+000 5.24e+000 -11.0 1.17e-002 - 1.00e+000
1.00e+000f 1<br>
<br>
...<br>
<br>
35 5.3918130e-005 0.00e+000 3.29e-001 -11.0 1.20e-001 - 1.00e+000
1.25e-001f 4<br>
36 5.3046731e-005 0.00e+000 1.59e-001 -11.0 1.79e+000 - 1.00e+000
3.91e-003f 9<br>
37 5.1043452e-005 0.00e+000 7.42e-002 -11.0 1.65e-001 - 1.00e+000
1.25e-001f 4<br>
38 1.0373930e-003 0.00e+000 1.33e+000 -11.0 2.68e-001 - 1.00e+000
1.00e+000w 1<br>
39 6.4342966e-004 0.00e+000 1.39e+000 -11.0 1.15e-001 - 1.00e+000
1.00e+000w 1<br>
40 1.1531169e-002 0.00e+000 2.07e+001 -11.0 5.85e-001 - 1.00e+000
1.00e+000w 1<br>
41 4.9804859e-005 0.00e+000 8.41e-002 -11.0 3.76e+000 - 1.00e+000
6.25e-002f 4<br>
42 4.9566540e-005 0.00e+000 1.97e-001 -11.0 2.14e-001 - 1.00e+000
3.13e-002f 6<br>
<br>
...<br>
<br>
57 1.9789168e-005 0.00e+000 1.21e-001 -11.0 1.08e+001 - 1.00e+000
9.77e-004f 11<br>
58 2.1811281e-003 0.00e+000 4.33e+000 -11.0 5.55e-001 - 1.00e+000
1.00e+000w 1<br>
59 2.1245950e-002 0.00e+000 4.15e+001 -11.0 4.78e-001 - 1.00e+000
1.00e+000w 1<br>
60 7.3051082e-003 0.00e+000 3.79e+000 -11.0 1.12e+000 - 1.00e+000
1.00e+000w 1<br>
61 1.9132157e-005 0.00e+000 1.35e-001 -11.0 1.38e+000 - 1.00e+000
6.25e-002f 4</font></small><br>
<small><font face="Courier New, Courier, monospace"><br>
<br>
...<br>
<br>
(scaled) (unscaled)<br>
Objective...............: 2.4851902739530113e-009
2.4851902739530112e-011<br>
Dual infeasibility......: 5.3455618178850871e-005
5.3455618178850870e-007<br>
Constraint violation....: 0.0000000000000000e+000
0.0000000000000000e+000<br>
Complementarity.........: 0.0000000000000000e+000
0.0000000000000000e+000<br>
Overall NLP error.......: 5.3455618178850871e-005
5.3455618178850870e-007<br>
<br>
<br>
Number of objective function evaluations = 29513<br>
Number of objective gradient evaluations = 3001<br>
Number of equality constraint evaluations = 0<br>
Number of inequality constraint evaluations = 0<br>
Number of equality constraint Jacobian evaluations = 0<br>
Number of inequality constraint Jacobian evaluations = 0<br>
Number of Lagrangian Hessian evaluations = 0<br>
Total CPU secs in IPOPT (w/o function evaluations) = 179.341<br>
Total CPU secs in NLP function evaluations = 11448.251</font></small><br>
<br>
...<br>
<pre class="moz-signature" cols="72">--
+-- --- --- --- --- --- --- --- --- --- --- --- --+
Andre Loerx
University of Trier
FB IV - Department of Mathematics
54286 Trier, Germany
phone: +49 651 201 3468
fax: +49 651 201 3973
email: <a class="moz-txt-link-abbreviated" href="mailto:loerx@uni-trier.de">loerx@uni-trier.de</a>
www: <a class="moz-txt-link-freetext" href="http://www.mathematik.uni-trier.de/~loerx">http://www.mathematik.uni-trier.de/~loerx</a>
+-- --- --- --- --- --- --- --- --- --- --- --- --+</pre>
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