<div dir="ltr">How can I increase the print level of Ipopt, from Julia/JuMP?</div><div class="gmail_extra"><br><div class="gmail_quote">On Fri, May 13, 2016 at 8:39 AM, Stefan Vigerske <span dir="ltr"><<a href="mailto:stefan@math.hu-berlin.de" target="_blank">stefan@math.hu-berlin.de</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">Hi,<br>
<br>
I think the starting point cannot be evaluated, maybe T[i] + z[i] is 0 for some i, or some division in 0 in the last constraint?<br>
<br>
Increasing the print level of Ipopt may also help.<br>
<br>
Stefan<div><div class="h5"><br>
<br>
On 05/13/2016 02:12 PM, Jorge Fernández de Cossío Díaz wrote:<br>
</div></div><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div><div class="h5">
I am using JuMP + Ipopt to solve a nonlinear constrained optimization<br>
problem. The problem is of this form:<br>
<br>
P = JuMP.Model()<br>
JuMP.@variable(P, x0[j] ≤ x[j=1:N] ≤ x1[j])<br>
JuMP.@variable(P, y0[j] ≤ y[j=1:M] ≤ y1[j])<br>
JuMP.@variable(P, z0[j] ≤ z[j=1:M] ≤ z1[j])<br>
JuMP.@variable(P, lambda ≥ 0)<br>
JuMP.@variable(P, Q ≥ 0)<br>
JuMP.@constraint(P, matrix * x .== lambda * b - y)<br>
for i = 1:M<br>
JuMP.@NLconstraint(P, y[i] ≤ z[i] / (T[i] + z[i]))<br>
JuMP.@NLconstraint(P, z[i] == R[i] - y[i] * Q)<br>
end<br>
JuMP.@NLconstraint(P, lambda / prod{1. + z[i] / R2[i], i=1:M} - prod{z[i] /<br>
(R3[i] + z[i]), i=1:M} - C ≥ 0)<br>
<br>
where x0, x1, y0, ..., z1 are vectors previously defined, 'matrix' is a MxN<br>
matrix, also previously defined, 'b' an M-vector, T, R, R2, R3 also<br>
previously defined vectors.<br>
<br>
I copied below the full Ipopt output containing the error I get when I try<br>
to optimize this model. I have no clue of where to start looking for the<br>
source of this error. Can someone point out common causes of this error, so<br>
I can get started?<br>
<br>
<br>
******************************************************************************<br>
This program contains Ipopt, a library for large-scale nonlinear<br>
optimization.<br>
Ipopt is released as open source code under the Eclipse Public License<br>
(EPL).<br>
For more information visit <a href="http://projects.coin-or.org/Ipopt" rel="noreferrer" target="_blank">http://projects.coin-or.org/Ipopt</a><br>
******************************************************************************<br>
<br>
This is Ipopt version 3.12.1, running with linear solver mumps.<br>
NOTE: Other linear solvers might be more efficient (see Ipopt<br>
documentation).<br>
<br>
Number of nonzeros in equality constraint Jacobian...: 1495<br>
Number of nonzeros in inequality constraint Jacobian.: 501<br>
Number of nonzeros in Lagrangian Hessian.............: 27107<br>
<br>
Total number of variables............................: 505<br>
variables with only lower bounds: 256<br>
variables with lower and upper bounds: 231<br>
variables with only upper bounds: 1<br>
Total number of equality constraints.................: 458<br>
Total number of inequality constraints...............: 230<br>
inequality constraints with only lower bounds: 1<br>
inequality constraints with lower and upper bounds: 0<br>
inequality constraints with only upper bounds: 229<br>
<br>
<br>
Number of Iterations....: 0<br>
<br>
Number of objective function evaluations = 0<br>
Number of objective gradient evaluations = 1<br>
Number of equality constraint evaluations = 1<br>
Number of inequality constraint evaluations = 1<br>
Number of equality constraint Jacobian evaluations = 1<br>
Number of inequality constraint Jacobian evaluations = 1<br>
Number of Lagrangian Hessian evaluations = 0<br>
Total CPU secs in IPOPT (w/o function evaluations) = 0.060<br>
Total CPU secs in NLP function evaluations = 0.004<br>
<br>
EXIT: Invalid number in NLP function or derivative detected.<br>
WARNING: Ipopt finished with status Invalid_Number_Detected<br>
WARNING: Not solved to optimality, status: Error<br>
<br>
<br>
<br></div></div>
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<br><span class="HOEnZb"><font color="#888888">
</font></span></blockquote><span class="HOEnZb"><font color="#888888">
<br>
<br>
-- <br>
<a href="http://www.gams.com/~stefan" rel="noreferrer" target="_blank">http://www.gams.com/~stefan</a><br>
</font></span></blockquote></div><br></div>