<div dir="ltr">Hello all,<div><br></div><div>I am new to IPOPT and am experiencing issues getting any convergence. I have checked that my derivatives are correct. I have not yet computed the hessian code, so am using the limited-memory option.</div><div><br></div><div>I have an very very good guess of the solutions. The problem I am having is that I get to stage where my constraint violations are zero and the objective is fairly small but the "inf_du" is still large and hence the optimizer keeps on going and ends with a "restoration failed" comment. Does anyone know whats going on ? See below for first few and last few iterations:</div><div>---</div><div>
<p class="inbox-inbox-p1"><span class="inbox-inbox-s1">iter<span class="inbox-inbox-Apple-converted-space"> </span>objective<span class="inbox-inbox-Apple-converted-space"> </span>inf_pr <span class="inbox-inbox-Apple-converted-space"> </span>inf_du lg(mu)<span class="inbox-inbox-Apple-converted-space"> </span>||d||<span class="inbox-inbox-Apple-converted-space"> </span>lg(rg) alpha_du alpha_pr<span class="inbox-inbox-Apple-converted-space"> </span>ls</span></p>
<p class="inbox-inbox-p1"><span class="inbox-inbox-s1"><span class="inbox-inbox-Apple-converted-space"> </span>0<span class="inbox-inbox-Apple-converted-space"> </span>5.3875588e-10 2.05e+00 1.73e+01 <span class="inbox-inbox-Apple-converted-space"> </span>0.0 0.00e+00<span class="inbox-inbox-Apple-converted-space"> </span>-<span class="inbox-inbox-Apple-converted-space"> </span>0.00e+00 0.00e+00 <span class="inbox-inbox-Apple-converted-space"> </span>0</span></p>
<p class="inbox-inbox-p1"><span class="inbox-inbox-s1"><span class="inbox-inbox-Apple-converted-space"> </span>1r 5.3875588e-10 2.05e+00 9.99e+02<span class="inbox-inbox-Apple-converted-space"> </span>-0.1 0.00e+00<span class="inbox-inbox-Apple-converted-space"> </span>-<span class="inbox-inbox-Apple-converted-space"> </span>0.00e+00 1.46e-13R 35</span></p>
<p class="inbox-inbox-p1"><span class="inbox-inbox-s1"><span class="inbox-inbox-Apple-converted-space"> </span>2r 1.2827230e-01 0.00e+00 7.81e-02<span class="inbox-inbox-Apple-converted-space"> </span>-2.3 8.20e+02<span class="inbox-inbox-Apple-converted-space"> </span>-<span class="inbox-inbox-Apple-converted-space"> </span>1.00e+00 9.90e-04f<span class="inbox-inbox-Apple-converted-space"> </span>1</span></p>
<p class="inbox-inbox-p1"><span class="inbox-inbox-s1"><span class="inbox-inbox-Apple-converted-space"> </span>3<span class="inbox-inbox-Apple-converted-space"> </span>2.4369526e-01 0.00e+00 3.55e+01<span class="inbox-inbox-Apple-converted-space"> </span>-2.2 7.86e-02<span class="inbox-inbox-Apple-converted-space"> </span>-<span class="inbox-inbox-Apple-converted-space"> </span>1.00e+00 1.00e+00h<span class="inbox-inbox-Apple-converted-space"> </span>1</span></p>
<p class="inbox-inbox-p1"><span class="inbox-inbox-s1"><span class="inbox-inbox-Apple-converted-space"> </span>4<span class="inbox-inbox-Apple-converted-space"> </span>1.3480672e-01 0.00e+00 3.10e+01<span class="inbox-inbox-Apple-converted-space"> </span>-3.0 8.89e-02<span class="inbox-inbox-Apple-converted-space"> </span>-<span class="inbox-inbox-Apple-converted-space"> </span>1.00e+00 1.00e+00f<span class="inbox-inbox-Apple-converted-space"> </span>1</span></p>
<p class="inbox-inbox-p1"><span class="inbox-inbox-s1"><span class="inbox-inbox-Apple-converted-space"> </span>5<span class="inbox-inbox-Apple-converted-space"> </span>1.2105967e-01 0.00e+00 4.22e+01<span class="inbox-inbox-Apple-converted-space"> </span>-2.7 1.76e+00<span class="inbox-inbox-Apple-converted-space"> </span>-<span class="inbox-inbox-Apple-converted-space"> </span>1.00e+00 2.25e-02f<span class="inbox-inbox-Apple-converted-space"> </span>6</span></p>
<p class="inbox-inbox-p1"><span class="inbox-inbox-s1"><span class="inbox-inbox-Apple-converted-space"> </span>6<span class="inbox-inbox-Apple-converted-space"> </span>8.2795336e-02 0.00e+00 2.35e+01<span class="inbox-inbox-Apple-converted-space"> </span>-4.1 4.91e-02<span class="inbox-inbox-Apple-converted-space"> </span>-<span class="inbox-inbox-Apple-converted-space"> </span>1.00e+00 8.79e-01f<span class="inbox-inbox-Apple-converted-space"> </span>1</span></p>
<p class="inbox-inbox-p1"><span class="inbox-inbox-s1"><span class="inbox-inbox-Apple-converted-space"> </span>7<span class="inbox-inbox-Apple-converted-space"> </span>9.0081218e-02 0.00e+00 4.22e+01<span class="inbox-inbox-Apple-converted-space"> </span>-5.5 3.37e-03<span class="inbox-inbox-Apple-converted-space"> </span>-<span class="inbox-inbox-Apple-converted-space"> </span>1.00e+00 1.00e+00h<span class="inbox-inbox-Apple-converted-space"> </span>1</span></p>
<p class="inbox-inbox-p1"><span class="inbox-inbox-s1"><span class="inbox-inbox-Apple-converted-space"> </span>8<span class="inbox-inbox-Apple-converted-space"> </span>7.7203884e-02 1.92e-05 3.24e+01<span class="inbox-inbox-Apple-converted-space"> </span>-5.6 4.63e-03<span class="inbox-inbox-Apple-converted-space"> </span>-<span class="inbox-inbox-Apple-converted-space"> </span>1.00e+00 1.00e+00f<span class="inbox-inbox-Apple-converted-space"> </span>1</span></p>
<p class="inbox-inbox-p1"><span class="inbox-inbox-s1"><span class="inbox-inbox-Apple-converted-space"> </span>9<span class="inbox-inbox-Apple-converted-space"> </span>7.4325412e-02 1.54e-05 3.49e+01<span class="inbox-inbox-Apple-converted-space"> </span>-7.3 2.56e-02<span class="inbox-inbox-Apple-converted-space"> </span>-<span class="inbox-inbox-Apple-converted-space"> </span>1.00e+00 2.50e-01f<span class="inbox-inbox-Apple-converted-space"> </span>3</span></p><p class="inbox-inbox-p1"><span class="inbox-inbox-s1">.</span></p><p class="inbox-inbox-p1"><span class="inbox-inbox-s1">.</span></p><p class="inbox-inbox-p1"><span class="inbox-inbox-s1">.</span></p><p class="inbox-inbox-p1"><span class="inbox-inbox-s1">iter<span class="inbox-inbox-Apple-converted-space"> </span>objective<span class="inbox-inbox-Apple-converted-space"> </span>inf_pr <span class="inbox-inbox-Apple-converted-space"> </span>inf_du lg(mu)<span class="inbox-inbox-Apple-converted-space"> </span>||d||<span class="inbox-inbox-Apple-converted-space"> </span>lg(rg) alpha_du alpha_pr<span class="inbox-inbox-Apple-converted-space"> </span>ls</span></p><p class="inbox-inbox-p1"><span class="inbox-inbox-s1">1100<span class="inbox-inbox-Apple-converted-space"> </span>8.9721257e-04 0.00e+00 1.69e+01 -11.0 3.06e-06<span class="inbox-inbox-Apple-converted-space"> </span>-<span class="inbox-inbox-Apple-converted-space"> </span>1.00e+00 2.50e-01f<span class="inbox-inbox-Apple-converted-space"> </span>3</span></p><p class="inbox-inbox-p1"><span class="inbox-inbox-s1">1101<span class="inbox-inbox-Apple-converted-space"> </span>8.9718809e-04 0.00e+00 1.08e+01 -11.0 1.89e-06<span class="inbox-inbox-Apple-converted-space"> </span>-<span class="inbox-inbox-Apple-converted-space"> </span>1.00e+00 5.00e-01f<span class="inbox-inbox-Apple-converted-space"> </span>2</span></p><p class="inbox-inbox-p1"><span class="inbox-inbox-s1">1102<span class="inbox-inbox-Apple-converted-space"> </span>8.9714023e-04 0.00e+00 1.63e+01 -11.0 2.36e-06<span class="inbox-inbox-Apple-converted-space"> </span>-<span class="inbox-inbox-Apple-converted-space"> </span>1.00e+00 2.50e-01h<span class="inbox-inbox-Apple-converted-space"> </span>3</span></p><p class="inbox-inbox-p1"><span class="inbox-inbox-s1">1103<span class="inbox-inbox-Apple-converted-space"> </span>8.9701825e-04 0.00e+00 4.94e+00 -11.0 1.72e-06<span class="inbox-inbox-Apple-converted-space"> </span>-<span class="inbox-inbox-Apple-converted-space"> </span>1.00e+00 2.50e-01h<span class="inbox-inbox-Apple-converted-space"> </span>3</span></p><p class="inbox-inbox-p1"><span class="inbox-inbox-s1">1104<span class="inbox-inbox-Apple-converted-space"> </span>8.9699042e-04 0.00e+00 6.59e+00 -11.0 2.47e-06<span class="inbox-inbox-Apple-converted-space"> </span>-<span class="inbox-inbox-Apple-converted-space"> </span>1.00e+00 2.50e-01h<span class="inbox-inbox-Apple-converted-space"> </span>3</span></p><p class="inbox-inbox-p1"><span class="inbox-inbox-s1">1105<span class="inbox-inbox-Apple-converted-space"> </span>8.9696387e-04 0.00e+00 7.74e+00 -11.0 6.71e-06<span class="inbox-inbox-Apple-converted-space"> </span>-<span class="inbox-inbox-Apple-converted-space"> </span>1.00e+00 1.25e-01f<span class="inbox-inbox-Apple-converted-space"> </span>4</span></p><p class="inbox-inbox-p1"><span class="inbox-inbox-s1">1106<span class="inbox-inbox-Apple-converted-space"> </span>8.9790578e-04 0.00e+00 6.14e+00 -11.0 8.75e-06<span class="inbox-inbox-Apple-converted-space"> </span>-<span class="inbox-inbox-Apple-converted-space"> </span>1.00e+00 1.00e+00H<span class="inbox-inbox-Apple-converted-space"> </span>1</span></p><p class="inbox-inbox-p1"><span class="inbox-inbox-s1"><br></span></p><p class="inbox-inbox-p1"><span class="inbox-inbox-s1">Restoration phase is called at point that is almost feasible,</span></p><p class="inbox-inbox-p1"><span class="inbox-inbox-s1"><span class="inbox-inbox-Apple-converted-space"> </span>with constraint violation 3.784646e-14. Abort.</span></p><p class="inbox-inbox-p1"><span class="inbox-inbox-s1">
</span></p><p class="inbox-inbox-p2"><span class="inbox-inbox-s1"></span>---</p></div><div>I am using the following settings: </div><div>hessian_approximation="limited-memory"</div><div>max_iter=10000</div><div>tol=0.002</div><div>obj_scaling_factor=2.0</div><div>bound_mult_init_method="mu-based"</div><div>mu_init=1e-3<br></div><div><br></div><div>Thanks for all the help,</div><div>Nitin</div></div>