Hi,
<div><br></div><div> I am trying to run a problem, for which I start ipopt with a feasible initial guess. I set the following options to ensure that it does not lose feasibility:</div><div><br></div><div>bound_push 1e-16</div>
<div>bound_frac 1e-16</div><div><br></div><div>The beginning of IPOPT's output looks like:</div><div><br></div><div><div>Number of nonzeros in equality constraint Jacobian...: 0</div><div>Number of nonzeros in inequality constraint Jacobian.: 39201</div>
<div>Number of nonzeros in Lagrangian Hessian.............: 0</div><div><br></div><div>Total number of variables............................: 4748</div><div> variables with only lower bounds: 70</div>
<div> variables with lower and upper bounds: 2728</div><div> variables with only upper bounds: 0</div><div>Total number of equality constraints.................: 0</div>
<div>Total number of inequality constraints...............: 4678</div><div> inequality constraints with only lower bounds: 0</div><div> inequality constraints with lower and upper bounds: 4678</div>
<div> inequality constraints with only upper bounds: 0</div><div><br></div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div> 0 5.6444217e+02 0.00e+00 1.35e+00 0.0 0.00e+00 - 0.00e+00 0.00e+00 0</div>
<div> 1 5.6415974e+02 0.00e+00 3.65e+03 -3.5 5.55e-01 - 1.23e-01 9.04e-03f 1</div><div> 2 4.4849516e+02 2.32e-02 5.60e+03 -3.6 1.35e+01 - 8.45e-02 2.09e-01f 1</div><div> 3 4.0317649e+02 3.07e-02 5.32e+03 -3.6 2.29e+01 - 7.06e-02 5.55e-02f 1</div>
<div> 4 8.8181412e+01 1.09e-01 2.34e+03 -3.6 2.32e+01 - 5.91e-01 5.62e-01f 1</div></div><div><br></div><div><br></div><div>We see that in iter 0, I have feasibility. But it soon looses that, both my primal and dual infeasibility go up, eventually ipopt enters restoration mode and fails. </div>
<div><br></div><div>Could you possibly point me to a reason why am I loosing infeasibility ? and how do I stop it from doing that?</div><div><br></div><div>Thanks,</div><div><br></div><div>Kind regards,</div><div>Rishi</div>