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<DIV>The most common case of non-determinism is multithreaded BLAS/LAPACK
libraries from MKL or OpenBLAS. Those are generally not exactly deterministic
beyond machine precision unless you run them with a single thread. Some of the
multithreaded sparse linear solvers like MA86 are also non-deterministic due to
parallelism. If you really want to hunt this down, as I said in those linked
threads from last year, set a high print level and output the logs to different
files, to compare whether everything is truly starting at exactly the same
point, and if so, where things start differing and by how much. With complicated
non-convex problems, it’s entirely possible that initially very minor numerical
roundoff differences can accumulate and eventually lead Ipopt down a different
convergence path to a different solution.</DIV>
<DIV> </DIV>
<DIV>-Tony</DIV>
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<DIV style="font-color: black"><B>From:</B> <A title=ipoptuser@gmail.com
href="mailto:ipoptuser@gmail.com">Ipopt User</A> </DIV>
<DIV><B>Sent:</B> Thursday, November 13, 2014 5:35 AM</DIV>
<DIV><B>To:</B> <A title=Guy.Charles@redbulltechnology.com
href="mailto:Guy.Charles@redbulltechnology.com">Guy Charles</A> </DIV>
<DIV><B>Cc:</B> <A title=ipopt@list.coin-or.org
href="mailto:ipopt@list.coin-or.org">ipopt@list.coin-or.org</A> </DIV>
<DIV><B>Subject:</B> Re: [Ipopt] Is ipopt deterministic?</DIV></DIV></DIV>
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<DIV dir=ltr>IPOPT itself is fully deterministic, but some dependencies may not
be deterministic. Please see <A
href="http://list.coin-or.org/pipermail/ipopt/2013-April/003337.html">http://list.coin-or.org/pipermail/ipopt/2013-April/003337.html</A>
and <A
href="http://list.coin-or.org/pipermail/ipopt-tickets/2013-March/000635.html">http://list.coin-or.org/pipermail/ipopt-tickets/2013-March/000635.html</A>
for possible explanations of the behavior you are seeing. </DIV>
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<DIV> </DIV>
<DIV class=gmail_quote>On Thu, Nov 13, 2014 at 6:35 AM, Guy Charles <SPAN
dir=ltr><<A href="mailto:Guy.Charles@redbulltechnology.com"
target=_blank>Guy.Charles@redbulltechnology.com</A>></SPAN> wrote:<BR>
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<P class=MsoNormal><SPAN style="COLOR: #1f497d">Hi,<U></U><U></U></SPAN></P>
<P class=MsoNormal><SPAN
style="COLOR: #1f497d"><U></U><U></U></SPAN> </P>
<P class=MsoNormal><SPAN style="COLOR: #1f497d">More out of curiosity
really: <U></U><U></U></SPAN></P>
<P class=MsoNormal><SPAN
style="COLOR: #1f497d"><U></U><U></U></SPAN> </P>
<P class=MsoNormal><SPAN style="COLOR: #1f497d">At times I’m getting some
non-deterministic behaviour in my iterations and no of iterations before Ipopt
finds an optimum. Despite running the same script twice in a row with
identical conditions, I may get different results. I assume that the
‘error’ is in my function calls, scripts or layers of code between ipopt and
the function calls, but I thought I should double check that Ipopt is
completely deterministic.<U></U><U></U></SPAN></P>
<P class=MsoNormal><SPAN
style="COLOR: #1f497d"><U></U><U></U></SPAN> </P>
<P class=MsoNormal><SPAN style="COLOR: #1f497d">Should ipopt be completely
deterministic from each isolated solve call?<U></U><U></U></SPAN></P>
<P class=MsoNormal><SPAN style="COLOR: #1f497d">Is there any random jitter
added in when it encounters an issue? <U></U><U></U></SPAN></P>
<P class=MsoNormal><SPAN style="COLOR: #1f497d">Would a badly scaled problem
cause non-deterministic issues w.r.t numerical precision?
<U></U><U></U></SPAN></P>
<P class=MsoNormal><SPAN style="COLOR: #1f497d">Is it possibly that anything
in the linear solvers that could cause this?<U></U><U></U></SPAN></P>
<P class=MsoNormal><SPAN
style="COLOR: #1f497d"><U></U><U></U></SPAN> </P>
<P class=MsoNormal><SPAN
style="COLOR: #1f497d"><U></U><U></U></SPAN> </P>
<P class=MsoNormal><SPAN style="COLOR: #1f497d">Thanks in advance for any
help,<U></U><U></U></SPAN></P>
<P class=MsoNormal><SPAN
style="COLOR: #1f497d"><U></U><U></U></SPAN> </P>
<P class=MsoNormal><SPAN style="COLOR: #1f497d">Guy<U></U><U></U></SPAN></P>
<P class=MsoNormal><SPAN
style="COLOR: #1f497d"><U></U><U></U></SPAN> </P>
<P class=MsoNormal><SPAN
style="COLOR: #1f497d"><U></U><U></U></SPAN> </P></DIV><BR
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