<div dir="ltr">I replied to this e-mail and had a short discussion but forgot to include the mailing list. Here's the full conversation:<br><br>Does your objective function possess some basic properties in terms of smoothness?<br>---<br><div dir="ltr">The hessian of my original cost function had a
discontinuity between 0 and a constant value, but just now I made it
continuous and I still get the same behaviour. The gradient is
continuous also.</div><div class="gmail-yj6qo gmail-ajU"><div tabindex="0" class="gmail-ajR" id="gmail-:wb"><img src="https://ssl.gstatic.com/ui/v1/icons/mail/images/cleardot.gif" class="gmail-ajT">---<br>Section 6 in <a href="https://www.princeton.edu/%7Ervdb/ps/loqo3_5.pdf" target="_blank">https://www.princeton.edu/~<wbr>rvdb/ps/loqo3_5.pdf</a> (especially Section 6.1, and the fourth point in 6.2) may be of interest to you.<br>---<br>Thank you very much! That will give me some direction to look for where it's stalling</div></div></div><div class="gmail_extra"><br><div class="gmail_quote">On Wed, Aug 31, 2016 at 1:05 PM, Marc-Andre Renaud <span dir="ltr"><<a href="mailto:moi@marcandre.io" target="_blank">moi@marcandre.io</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex"><div dir="ltr"><div>Hi all,</div><div><br></div><div>I've included a log of a typical "infinite loop" run that I encounter when running IPOPT on my problem (I've only included the first 50 iterations but they repeat forever until max iterations is reached). I was wondering if anyone had encountered a similar situation? I have a convex NLO problem with only lower bounds and analytical derivatives/hessian, no errors when I run the derivative checker. The details of the cost function are quite complicated so I apologise for not being able to include too much detail, but this type of infinite loop seems to happen only when I include a component in my cost function that tries to optimise the mean value of some matrix elements. I guess I'm hoping this kind of problem is easily explained without having to look at the nitty gritty details of the cost function and its derivative.</div><div><br></div><div>Thank you,</div><div>Marc</div><div><br></div><div><br></div><div><div>This is Ipopt version 3.12.4, running with linear solver ma97.</div><div><br></div><div>Number of nonzeros in equality constraint Jacobian...: 0</div><div>Number of nonzeros in inequality constraint Jacobian.: 0</div><div>Number of nonzeros in Lagrangian Hessian.............: 6</div><div><br></div><div>Total number of variables.....................<wbr>.......: 3</div><div> variables with only lower bounds: 3</div><div> variables with lower and upper bounds: 0</div><div> variables with only upper bounds: 0</div><div>Total number of equality constraints.................: 0</div><div>Total number of inequality constraints...............: 0</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: 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 3.7493788e+03 0.00e+00 6.51e+01 0.0 0.00e+00 - 0.00e+00 0.00e+00 0 </div><div> 1 2.8288677e+03 0.00e+00 1.32e+01 1.4 2.30e+01 - 5.25e-02 1.00e+00f 1 sigma=1.00e+00 qf=12</div><div> 2 2.7537935e+03 0.00e+00 5.96e+00 -0.8 8.62e+00 - 9.40e-01 1.00e+00f 1 Nhj sigma=8.05e-03 qf=13</div><div> 3 2.7531162e+03 0.00e+00 4.15e+00 -0.3 9.18e-01 - 9.61e-01 1.00e+00f 1 sigma=7.14e-01 qf=12</div><div> 4 2.7523267e+03 0.00e+00 2.12e+00 -1.7 1.25e+00 - 9.99e-01 5.00e-01f 2 sigma=5.52e-02 qf=12</div><div> 5 2.7521216e+03 0.00e+00 1.58e+00 -2.1 6.49e-01 - 1.00e+00 2.50e-01f 3 sigma=6.67e-01 qf=12</div><div> 6 2.7521033e+03 0.00e+00 2.69e+00 -3.9 4.70e-01 - 1.00e+00 6.25e-02f 5 sigma=2.11e-02 qf=12</div><div> 7 2.7520971e+03 0.00e+00 1.51e+00 -5.2 7.89e-01 - 1.00e+00 7.81e-03f 8 sigma=4.21e-02 qf=12</div><div> 8 2.7520953e+03 0.00e+00 1.50e+00 -5.3 4.40e-01 - 1.00e+00 3.91e-03f 9 sigma=5.31e-01 qf=12</div><div> 9 2.7520953e+03 0.00e+00 2.67e+00 -7.1 4.39e-01 - 1.00e+00 1.22e-04f 14 sigma=2.11e-02 qf=12</div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div> 10 2.7520953e+03 0.00e+00 1.50e+00 -8.4 7.85e-01 - 1.00e+00 3.81e-06f 19 sigma=4.23e-02 qf=12</div><div> 11 2.7520953e+03 0.00e+00 2.67e+00 -8.4 4.38e-01 - 1.00e+00 3.81e-06f 19 F</div><div> 12 2.7520953e+03 0.00e+00 1.50e+00 -8.4 7.85e-01 - 1.00e+00 2.38e-07f 23 F</div><div> 13 2.7520953e+03 0.00e+00 2.67e+00 -8.4 4.38e-01 - 1.00e+00 2.38e-07f 23 F</div><div> 14 2.7520953e+03 0.00e+00 1.50e+00 -8.4 7.85e-01 - 1.00e+00 2.98e-08f 26 F</div><div> 15 2.7520953e+03 0.00e+00 2.67e+00 -8.4 4.38e-01 - 1.00e+00 2.98e-08f 26 F</div><div> 16 2.7520953e+03 0.00e+00 1.50e+00 -8.4 7.85e-01 - 1.00e+00 7.45e-09f 28 F</div><div> 17 2.7520953e+03 0.00e+00 2.67e+00 -8.4 4.38e-01 - 1.00e+00 7.45e-09f 28 F</div><div> 18 2.7520953e+03 0.00e+00 1.50e+00 -8.4 7.85e-01 - 1.00e+00 1.86e-09f 30 F</div><div> 19 2.7520953e+03 0.00e+00 2.67e+00 -8.4 4.38e-01 - 1.00e+00 1.86e-09f 30 F</div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div> 20 2.7520953e+03 0.00e+00 1.50e+00 -8.4 7.85e-01 - 1.00e+00 9.31e-10f 31 F</div><div> 21 2.7531355e+03 0.00e+00 4.18e+00 -8.4 4.38e-01 - 1.00e+00 1.00e+00w 1 F</div><div> 22 2.7537402e+03 0.00e+00 4.22e+00 -8.4 1.26e+00 - 1.00e+00 1.00e+00w 1 F</div><div> 23 2.7532974e+03 0.00e+00 4.17e+00 -8.4 1.36e+00 - 1.00e+00 1.00e+00w 1 F</div><div> 24 2.7531355e+03 0.00e+00 4.18e+00 -8.4 1.37e+00 - 1.00e+00 1.00e+00S 21 Fw</div><div> 25 2.7523256e+03 0.00e+00 2.10e+00 -8.4 1.26e+00 - 1.00e+00 5.00e-01f 2 F</div><div> 26 2.7521209e+03 0.00e+00 1.57e+00 -8.4 6.53e-01 - 1.00e+00 2.50e-01f 3 F</div><div> 27 2.7521046e+03 0.00e+00 2.70e+00 -8.4 4.73e-01 - 1.00e+00 6.25e-02f 5 F</div><div> 28 2.7521028e+03 0.00e+00 1.52e+00 -8.4 7.87e-01 - 1.00e+00 1.56e-02f 7 F</div><div> 29 2.7520956e+03 0.00e+00 1.49e+00 -8.4 4.50e-01 - 1.00e+00 1.56e-02f 7 F</div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div> 30 2.7520956e+03 0.00e+00 2.68e+00 -8.4 4.42e-01 - 1.00e+00 9.77e-04f 11 F</div><div> 31 2.7520955e+03 0.00e+00 1.49e+00 -8.4 7.82e-01 - 1.00e+00 4.88e-04f 12 F</div><div> 32 2.7520953e+03 0.00e+00 1.49e+00 -8.4 4.42e-01 - 1.00e+00 4.88e-04f 12 F</div><div> 33 2.7520953e+03 0.00e+00 2.68e+00 -8.4 4.42e-01 - 1.00e+00 6.10e-05f 15 F</div><div> 34 2.7520953e+03 0.00e+00 1.49e+00 -8.4 7.82e-01 - 1.00e+00 1.91e-06f 20 F</div><div> 35 2.7531355e+03 0.00e+00 4.18e+00 -8.4 4.42e-01 - 1.00e+00 1.00e+00w 1 F</div><div> 36 2.7537402e+03 0.00e+00 4.22e+00 -8.4 1.26e+00 - 1.00e+00 1.00e+00w 1 F</div><div> 37 2.7532974e+03 0.00e+00 4.17e+00 -8.4 1.36e+00 - 1.00e+00 1.00e+00w 1 F</div><div> 38 2.7520953e+03 0.00e+00 2.68e+00 -8.4 1.37e+00 - 1.00e+00 1.91e-06f 19 Fw</div><div> 39 2.7520953e+03 0.00e+00 1.49e+00 -8.4 7.82e-01 - 1.00e+00 2.38e-07f 23 F</div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div> 40 2.7520953e+03 0.00e+00 1.49e+00 -8.4 4.42e-01 - 1.00e+00 1.19e-07f 24 F</div><div> 41 2.7520953e+03 0.00e+00 2.68e+00 -8.4 4.42e-01 - 1.00e+00 2.98e-08f 26 F</div><div> 42 2.7520953e+03 0.00e+00 1.49e+00 -8.4 7.82e-01 - 1.00e+00 7.45e-09f 28 F</div><div> 43 2.7520953e+03 0.00e+00 1.49e+00 -8.4 4.42e-01 - 1.00e+00 7.45e-09f 28 F</div><div> 44 2.7520953e+03 0.00e+00 2.68e+00 -8.4 4.42e-01 - 1.00e+00 2.33e-10f 33 F</div><div> 45 2.7520953e+03 0.00e+00 1.49e+00 -8.4 7.82e-01 - 1.00e+00 1.82e-12f 40 F</div><div> 46 2.7520953e+03 0.00e+00 2.68e+00 -8.4 4.42e-01 - 1.00e+00 7.28e-12f 38 F</div><div> 47 2.7520953e+03 0.00e+00 1.49e+00 -8.4 7.82e-01 - 1.00e+00 3.64e-12f 39 F</div><div> 48 2.7531355e+03 0.00e+00 4.18e+00 -8.4 4.42e-01 - 1.00e+00 1.00e+00w 1 F</div><div> 49 2.7537402e+03 0.00e+00 4.22e+00 -8.4 1.26e+00 - 1.00e+00 1.00e+00w 1 F</div></div></div>
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