<div dir="ltr"><div style>Dear All,</div><div style><br></div><div style>I recently encounter a problem that Ipopt falls to capture the local minimum. This minimum sets between initial point and upper bound. However, It finally goes to some point which is very closed to boundary and converses. </div>
<div style><br></div><div style>I think the problem may be that my initial point is too close to the upper bound so I changed the bound_relax_factor and bound_push, but this didn't work. I also lower the tolerance.</div>
<div><br></div><div style>The printing information is attached. As you can see the turning point is step 25. I don't figure out why Ipopt discard that region. So could you help me to accept that region anyway?</div><div style>
<br></div><div style>Thanks</div><div style><br></div><div style>Run Zhu</div><div><br></div><div style>Append: Ipopt information</div><div><br></div><div><br></div><div>List of user-set options:</div><div><br></div><div>
Name Value used</div><div> acceptable_tol = 1e-05 yes</div><div> bound_frac = 0.5 yes</div>
<div> bound_mult_init_method = mu-based yes</div><div> bound_push = 1 yes</div><div> bound_relax_factor = 0 yes</div>
<div> hessian_approximation = limited-memory yes</div><div> limited_memory_max_history = 6 yes</div><div> linear_solver = mumps yes</div>
<div> max_iter = 300 yes</div><div> mu_strategy = adaptive yes</div><div> nlp_scaling_method = gradient-based yes</div>
<div> output_file = ipopt.out yes</div><div> print_level = 5 yes</div><div> print_user_options = yes yes</div>
<div> tol = 1e-06 yes</div><div>This is Ipopt version 3.10.0, running with linear solver mumps.</div><div><br></div><div>Number of nonzeros in equality constraint Jacobian...: 0</div>
<div>Number of nonzeros in inequality constraint Jacobian.: 4</div><div>Number of nonzeros in Lagrangian Hessian.............: 0</div><div><br></div><div>Total number of variables............................: 2</div>
<div> variables with only lower bounds: 0</div><div> variables with lower and upper bounds: 2</div><div> variables with only upper bounds: 0</div>
<div>Total number of equality constraints.................: 0</div><div>Total number of inequality constraints...............: 3</div><div> inequality constraints with only lower bounds: 0</div>
<div> inequality constraints with lower and upper bounds: 0</div><div> inequality constraints with only upper bounds: 3</div><div><br></div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div>
<div> 0 2.3166153e+03 1.00e-03 3.55e+03 0.0 0.00e+00 - 0.00e+00 0.00e+00 0</div><div> 1 1.1740579e+03 0.00e+00 1.63e+04 1.0 1.58e+03 - 3.24e-04 3.14e-04f 1</div><div> 2 3.1866674e+03 0.00e+00 1.16e+03 -0.8 1.41e+00 - 1.00e+00 1.00e+00h 1</div>
<div> 3 2.7100892e+03 0.00e+00 1.36e+03 -1.9 5.08e-02 - 1.00e+00 1.00e+00f 1</div><div> 4 2.0985324e+03 0.00e+00 1.43e+03 -2.7 5.94e-02 - 1.00e+00 1.00e+00f 1</div><div> 5 1.4441128e+03 0.00e+00 1.41e+03 -3.7 6.25e-02 - 1.00e+00 1.00e+00f 1</div>
<div> 6 1.2763194e+03 0.00e+00 7.29e+03 -1.0 4.53e+03 - 5.86e-05 5.17e-05f 1</div><div> 7 1.0569489e+03 0.00e+00 1.36e+03 -2.4 1.96e-01 - 2.88e-01 1.00e+00f 1</div><div> 8 7.5676529e+02 0.00e+00 1.29e+03 -3.8 3.09e-02 - 1.00e+00 1.00e+00f 1</div>
<div> 9 1.0174891e+02 0.00e+00 7.31e+02 -3.8 5.30e-01 - 1.00e+00 1.57e-01f 2</div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div> 10 1.2374947e+01 0.00e+00 3.82e+02 -4.5 1.10e-01 - 1.00e+00 3.83e-01f 2</div>
<div> 11 3.2141626e+00 0.00e+00 1.78e+02 -2.3 1.44e-02 - 1.00e+00 1.00e+00f 1</div><div> 12 -1.2859486e-01 0.00e+00 3.16e+01 -3.9 4.57e-03 - 1.00e+00 1.00e+00f 1</div><div> 13 -1.7042850e-01 0.00e+00 3.26e+00 -5.6 9.89e-04 - 1.00e+00 1.00e+00f 1</div>
<div> 14 -1.7748819e-01 0.00e+00 5.40e-02 -6.7 9.24e-05 - 1.00e+00 1.00e+00f 1</div><div> 15 -1.7748819e-01 0.00e+00 5.40e-02 -8.6 1.50e-06 - 1.00e+00 4.77e-07h 22</div><div> 16 -1.7748819e-01 0.00e+00 5.40e-02 -8.7 1.51e-06 - 1.00e+00 1.46e-11f 37</div>
<div> 17 -1.7748818e-01 0.00e+00 5.40e-02 -8.7 1.51e-06 - 1.00e+00 1.22e-04h 14</div><div> 18 -1.7748818e-01 0.00e+00 5.40e-02 -8.7 1.51e-06 - 1.00e+00 4.66e-10f 32</div><div> 19 -1.7748818e-01 0.00e+00 5.40e-02 -8.7 1.51e-06 - 1.00e+00 9.09e-13f 41</div>
<div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div> 20 -1.7748818e-01 0.00e+00 5.40e-02 -8.7 1.51e-06 - 1.00e+00 5.68e-14f 45</div><div> 21 -1.7748818e-01 0.00e+00 5.40e-02 -8.7 2.16e-01 - 1.00e+00 4.15e-19f 60</div>
<div> 22 -1.7748818e-01 0.00e+00 5.40e-02 -8.7 2.16e-01 - 1.00e+00 4.15e-19f 60</div><div> 23 -1.7748818e-01 0.00e+00 5.40e-02 -8.7 2.16e-01 - 1.00e+00 4.15e-19f 60</div><div> 24 -1.7748818e-01 0.00e+00 5.39e-02 -8.7 2.16e-01 - 1.00e+00 4.15e-19f 60</div>
<div> 25 -1.7748818e-01 0.00e+00 5.39e-02 -8.7 2.15e-01 - 1.00e+00 4.16e-19f 60</div><div> 26 1.8169684e+03 0.00e+00 4.04e+03 -8.7 2.14e-01 - 1.00e+00 2.41e-01w 1</div><div> 27 1.8189885e+03 0.00e+00 4.07e+03 -8.7 1.13e+02 - 4.40e-03 6.53e-08w 1</div>
<div> 28 1.8190742e+03 0.00e+00 3.37e+00 -8.7 7.45e-05 - 1.00e+00 4.20e-03w 1</div><div> 29 1.8169684e+03 0.00e+00 4.04e+03 -8.7 2.54e-13 - 2.41e-01 2.41e-01S 19</div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div>
<div> 30 1.8169684e+03 0.00e+00 4.03e+03 -8.7 2.61e+02 - 1.90e-03 1.54e-24f 55</div><div> 31 1.8169684e+03 0.00e+00 1.58e-03 -8.7 4.20e-03 - 1.00e+00 1.02e-19f 55</div><div> 32 1.8169684e+03 0.00e+00 2.89e-06 -8.7 7.69e-06 - 1.00e+00 5.55e-17f 55</div>
<div> 33 1.8169684e+03 0.00e+00 2.89e-06 -8.7 7.69e-06 - 1.00e+00 5.55e-17f 55</div><div> 34 1.8169684e+03 0.00e+00 2.89e-06 -8.7 7.69e-06 - 1.00e+00 5.55e-17f 55</div><div> 35 1.8169684e+03 0.00e+00 2.89e-06 -8.7 7.69e-06 - 1.00e+00 9.09e-13f 41</div>
<div> 36 1.8169684e+03 0.00e+00 2.89e-06 -8.7 7.69e-06 - 1.00e+00 9.09e-13f 41</div><div> 37 1.8169684e+03 0.00e+00 2.89e-06 -8.7 7.69e-06 - 1.00e+00 1.82e-12f 40</div><div> 38 1.8169684e+03 0.00e+00 2.89e-06 -8.7 7.69e-06 - 1.00e+00 1.82e-12f 40</div>
<div> 39 1.8169684e+03 0.00e+00 2.89e-06 -8.7 7.69e-06 - 1.00e+00 1.82e-12f 40</div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div> 40 1.8190742e+03 0.00e+00 8.29e+01 -8.7 7.69e-06 - 1.00e+00 1.00e+00w 1</div>
<div> 41 1.8190742e+03 0.00e+00 7.47e-08 -8.7 6.95e-15 - 1.00e+00 1.00e+00w 1</div><div><br></div><div>Number of Iterations....: 41</div><div><br></div><div> (scaled) (unscaled)</div>
<div>Objective...............: 4.9587869626943427e+02 1.8190742321884604e+03</div><div>Dual infeasibility......: 7.4720446718856692e-08 2.7410340526109263e-07</div><div>Constraint violation....: 0.0000000000000000e+00 0.0000000000000000e+00</div>
<div>Complementarity.........: 1.9903667070900560e-09 7.3014324202910738e-09</div><div>Overall NLP error.......: 2.2823151262733405e-09 2.7410340526109263e-07</div><div><br></div><div><br></div><div>Number of objective function evaluations = 1032</div>
<div>Number of objective gradient evaluations = 42</div><div>Number of equality constraint evaluations = 0</div><div>Number of inequality constraint evaluations = 1032</div><div>Number of equality constraint Jacobian evaluations = 0</div>
<div>Number of inequality constraint Jacobian evaluations = 42</div><div>Number of Lagrangian Hessian evaluations = 0</div><div>Total CPU secs in IPOPT (w/o function evaluations) = 0.040</div><div>Total CPU secs in NLP function evaluations = 0.000</div>
<div><br></div><div>EXIT: Optimal Solution Found.</div><div><br></div><div><br></div>-- <br><div>Run Zhu, PhD student</div>
<div>Department of Mechanical and Industrial Engineering</div>
<div>Northeastern University</div>
<div>Boston, MA 02115</div>
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