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Hello,<div><br></div><div>I am facing some randomness in the results of an optimization with IpOpt. The problem at hand is very simple, basically a linear problem with a single convex quadratic constraint (163 variables, 85 constraints in total).</div><div>I am running it in 2 environments - using MUMPS as linear solver locally under Windows and using PARDISO as linear solver within a Docker container (Linux) on AWS Lambda. </div><div><br></div><div>I am consistently getting the same result running with MUMPS under Windows (optimal solution is found), but when I start running with PARDISO under Linux things start to vary a bit. In case the problem is solved, the number of iterations is not consistent between runs (like 56, 54, 40 and similar numbers), which is the first thing that seems strange. What is worse is that some runs also return infeasible.</div><div><br></div><div>The parameters I am using are:<br>constr_viol_tol=1.0E-8</div><div>acceptable_tol=1.0E-8</div><div>nlp_scaling_method=none</div><div>linear_solver=pardiso</div><div><br></div><div>The reason for the 1e-8 acceptable tolerance is that with 1e-6 it used to terminate with "solved to acceptable level" but the number of iterations and the solution were again a bit variable.</div><div><br></div><div>The original problem that had this behavior was slightly bigger (some more variables and linear constraints that I removed while preserving the behavior) and for it the log (print_level = 5) under Windows (always consistent) looks like that:</div><div><br></div><div><div>Number of nonzeros in equality constraint Jacobian...: 7005</div><div>Number of nonzeros in inequality constraint Jacobian.: 1160</div><div>Number of nonzeros in Lagrangian Hessian.............: 30381</div><div><br></div><div>Total number of variables............................: 495</div><div> variables with only lower bounds: 0</div><div> variables with lower and upper bounds: 415</div><div> variables with only upper bounds: 0</div><div>Total number of equality constraints.................: 168</div><div>Total number of inequality constraints...............: 338</div><div> inequality constraints with only lower bounds: 0</div><div> inequality constraints with lower and upper bounds: 3</div><div> inequality constraints with only upper bounds: 335</div><div><br></div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div> 0 -9.3890030e-001 7.40e-001 9.53e-001 -1.0 0.00e+000 - 0.00e+000 0.00e+000 0</div><div> 1 -9.4908233e-001 5.36e-001 2.55e+000 -1.0 5.55e+000 - 7.66e-002 2.75e-001f 1</div><div> 2 -9.1593284e-001 3.98e-001 2.06e+000 -1.0 5.89e+000 - 3.66e-001 2.59e-001f 1</div><div> 3 -8.5070790e-001 2.24e-001 1.15e+000 -1.0 8.38e+000 - 4.72e-001 4.36e-001f 1</div><div> 4 -8.1124641e-001 1.31e-001 1.91e+001 -1.0 1.34e+001 - 6.67e-001 4.16e-001f 1</div><div> 5 -7.8493779e-001 6.88e-002 6.00e+001 -1.0 2.41e+001 - 6.93e-001 4.75e-001f 1</div><div> 6 -7.6972130e-001 3.23e-002 1.82e+002 -1.0 2.61e+001 - 1.00e+000 5.30e-001f 1</div><div> 7 -7.6114851e-001 1.15e-002 3.11e+002 -1.0 1.62e+001 - 1.00e+000 6.45e-001f 1</div><div> 8 -7.5882188e-001 5.71e-003 1.19e+003 -1.0 5.02e+000 - 1.00e+000 5.02e-001h 1</div><div> 9 -7.5751120e-001 2.46e-003 2.50e+003 -1.0 2.42e+000 - 1.00e+000 5.70e-001h 1</div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div> 10 -7.5688726e-001 9.08e-004 4.80e+003 -1.0 1.04e+000 - 1.00e+000 6.31e-001h 1</div><div> 11 -7.5669715e-001 4.35e-004 1.58e+004 -1.0 4.23e-001 - 1.00e+000 5.20e-001h 1</div><div> 12 -7.5658130e-001 1.47e-004 2.54e+004 -1.0 1.84e-001 - 1.00e+000 6.62e-001h 1</div><div> 13 -7.5655154e-001 7.33e-005 9.92e+004 -1.0 6.91e-002 - 1.00e+000 5.02e-001h 1</div><div> 14 -7.5655092e-001 7.17e-005 4.36e+005 -1.0 3.10e-002 - 1.00e+000 2.11e-002f 6</div><div> 15 -7.5652721e-001 1.28e-005 1.40e+005 -1.0 3.03e-002 - 1.00e+000 8.22e-001h 1</div><div> 16 -7.5652706e-001 1.24e-005 1.94e+006 -1.0 6.25e-003 - 1.00e+000 2.96e-002f 5</div><div> 17 -7.5652337e-001 3.22e-006 9.75e+005 -1.0 5.24e-003 - 1.00e+000 7.40e-001h 1</div><div> 18 -7.5652335e-001 3.19e-006 6.55e+006 -1.0 1.36e-003 - 1.00e+000 1.15e-002f 7</div><div> 19 -7.5652214e-001 1.81e-007 6.34e+005 -1.0 1.35e-003 - 1.00e+000 9.43e-001h 1</div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div> 20 -7.5652212e-001 1.12e-007 1.03e+007 -1.0 1.86e-004 - 1.00e+000 3.80e-001f 2</div><div> 21 -7.5652207e-001 2.84e-014 1.00e-006 -1.0 4.73e-005 - 1.00e+000 1.00e+000h 1</div><div> 22 -7.7092225e-001 8.18e-007 3.10e+006 -5.7 2.79e-003 - 9.10e-001 1.00e+000f 1</div><div> 23 -1.1535250e+000 1.02e-003 2.65e+006 -5.7 1.17e-001 - 1.45e-001 1.00e+000f 1</div><div> 24 -1.5162014e+000 2.16e-003 1.53e+006 -5.7 1.98e-001 - 4.22e-001 9.15e-001f 1</div><div> 25 -1.5313987e+000 1.72e-003 5.66e+005 -5.7 7.83e-002 - 6.31e-001 2.05e-001h 1</div><div> 26 -1.5756761e+000 8.36e-004 4.15e+005 -5.7 3.37e-001 - 2.66e-001 6.72e-001f 1</div><div> 27 -1.5873856e+000 4.76e-004 2.53e+005 -5.7 5.45e-001 - 3.90e-001 5.02e-001h 1</div><div> 28 -1.5960386e+000 2.80e-004 9.44e+004 -5.7 5.00e-001 - 6.27e-001 4.68e-001f 1</div><div> 29 -1.6042665e+000 1.44e-004 5.64e+004 -5.7 8.50e-001 - 4.02e-001 5.15e-001h 1</div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div> 30 -1.6081474e+000 9.48e-005 3.23e+004 -5.7 8.60e-001 - 4.26e-001 3.61e-001h 1</div><div> 31 -1.6108033e+000 6.66e-005 1.57e+004 -5.7 1.53e+000 - 5.14e-001 3.24e-001h 1</div><div> 32 -1.6158989e+000 3.28e-005 1.07e+004 -5.7 2.84e+000 - 3.18e-001 7.55e-001f 1</div><div> 33 -1.6173806e+000 1.84e-005 6.80e+003 -5.7 3.57e+000 - 3.66e-001 5.26e-001f 1</div><div> 34 -1.6188377e+000 7.80e-006 2.39e+003 -5.7 3.79e+000 - 6.49e-001 7.46e-001f 1</div><div> 35 -1.6199353e+000 1.46e-006 7.30e+002 -5.7 4.93e+000 - 6.94e-001 1.00e+000f 1</div><div> <b>36 -1.6201399e+000 2.23e-007 1.94e-005 -5.7 1.82e+000 - 1.00e+000 1.00e+000h 1</b></div><div> 37 -1.6201630e+000 1.47e-008 1.11e-006 -5.7 4.42e-001 - 1.00e+000 1.00e+000h 1</div><div> 38 -1.6206358e+000 2.10e-007 4.27e+001 -8.6 3.08e+000 - 7.05e-001 7.71e-001f 1</div><div> 39 -1.6207397e+000 1.06e-007 3.38e+001 -8.6 3.86e+000 - 5.28e-001 6.20e-001f 1</div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div> 40 -1.6207786e+000 5.09e-008 1.76e+001 -8.6 6.83e+000 - 5.38e-001 5.73e-001f 1</div><div>MUMPS returned INFO(1) = -9 and requires more memory, reallocating. Attempt 1</div><div> Increasing icntl[13] from 5 to 10.</div><div>MUMPS returned INFO(1) = -9 and requires more memory, reallocating. Attempt 2</div><div> Increasing icntl[13] from 10 to 20.</div><div> 41 -1.6208005e+000 2.06e-008 1.00e+001 -8.6 8.34e+000 - 5.49e-001 6.37e-001f 1</div><div>MUMPS returned INFO(1) = -9 and requires more memory, reallocating. Attempt 1</div><div> Increasing icntl[13] from 20 to 40.</div><div> 42 -1.6208099e+000 7.30e-009 5.20e+000 -8.6 6.53e+000 - 5.70e-001 6.73e-001f 1</div><div> 43 -1.6208143e+000 1.14e-009 2.03e+000 -8.6 3.34e+000 - 7.01e-001 8.67e-001f 1</div><div> 44 -1.6208150e+000 9.50e-012 4.90e-001 -8.6 8.60e-001 - 7.96e-001 1.00e+000f 1</div><div> 45 -1.6208150e+000 1.29e-013 4.30e-012 -8.6 2.68e-002 - 1.00e+000 1.00e+000h 1</div><div><br></div><div>Number of Iterations....: 45</div><div><br></div><div> (scaled) (unscaled)</div><div>Objective...............: -1.6208149683584612e+000 -1.6208149683584612e+000</div><div>Dual infeasibility......: 4.3001435745537719e-012 4.3001435745537719e-012</div><div>Constraint violation....: 5.5511151231257827e-016 5.5511151231257827e-016</div><div>Complementarity.........: 2.5826863273493910e-009 2.5826863273493910e-009</div><div>Overall NLP error.......: 2.5826863273493910e-009 2.5826863273493910e-009</div><div><br></div><div><br></div><div>Number of objective function evaluations = 62</div><div>Number of objective gradient evaluations = 46</div><div>Number of equality constraint evaluations = 62</div><div>Number of inequality constraint evaluations = 62</div><div>Number of equality constraint Jacobian evaluations = 46</div><div>Number of inequality constraint Jacobian evaluations = 46</div><div>Number of Lagrangian Hessian evaluations = 45</div><div>Total CPU secs in IPOPT (w/o function evaluations) = 0.314</div><div>Total CPU secs in NLP function evaluations = 0.099</div><div><br></div><div>EXIT: Optimal Solution Found.</div></div><div><br></div><div>=============================================</div><div><br></div><div>The same log for a case when it returned infeasible looks like this:</div><div><br></div><div><div>Number of nonzeros in equality constraint Jacobian...: 7005</div><div><br></div><div>Number of nonzeros in inequality constraint Jacobian.: 1160</div><div><br></div><div>Number of nonzeros in Lagrangian Hessian.............: 30381</div><div><br></div><div>Total number of variables............................: 495</div><div><br></div><div>variables with only lower bounds: 0</div><div><br></div><div>variables with lower and upper bounds: 415</div><div><br></div><div>variables with only upper bounds: 0</div><div><br></div><div>Total number of equality constraints.................: 168</div><div><br></div><div>Total number of inequality constraints...............: 338</div><div><br></div><div>inequality constraints with only lower bounds: 0</div><div><br></div><div>inequality constraints with lower and upper bounds: 3</div><div><br></div><div>inequality constraints with only upper bounds: 335</div><div><br></div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div><br></div><div>0 -9.3890030e-01 7.40e-01 9.53e-01 -1.0 0.00e+00 - 0.00e+00 0.00e+00 0</div><div><br></div><div>1 -9.4908233e-01 5.36e-01 2.55e+00 -1.0 5.55e+00 - 7.66e-02 2.75e-01f 1</div><div><br></div><div>2 -9.1593284e-01 3.98e-01 2.06e+00 -1.0 5.89e+00 - 3.66e-01 2.59e-01f 1</div><div><br></div><div>3 -8.5070790e-01 2.24e-01 1.15e+00 -1.0 8.38e+00 - 4.72e-01 4.36e-01f 1</div><div><br></div><div>4 -8.1124641e-01 1.31e-01 1.91e+01 -1.0 1.34e+01 - 6.67e-01 4.16e-01f 1</div><div><br></div><div>5 -7.8493779e-01 6.88e-02 6.00e+01 -1.0 2.41e+01 - 6.93e-01 4.75e-01f 1</div><div><br></div><div>6 -7.6972130e-01 3.23e-02 1.82e+02 -1.0 2.61e+01 - 1.00e+00 5.30e-01f 1</div><div><br></div><div>7 -7.6114851e-01 1.15e-02 3.11e+02 -1.0 1.62e+01 - 1.00e+00 6.45e-01f 1</div><div><br></div><div>8 -7.5882188e-01 5.71e-03 1.19e+03 -1.0 5.02e+00 - 1.00e+00 5.02e-01h 1</div><div><br></div><div>9 -7.5751120e-01 2.46e-03 2.50e+03 -1.0 2.42e+00 - 1.00e+00 5.70e-01h 1</div><div><br></div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div><br></div><div>10 -7.5688726e-01 9.08e-04 4.80e+03 -1.0 1.04e+00 - 1.00e+00 6.31e-01h 1</div><div><br></div><div>11 -7.5669715e-01 4.35e-04 1.58e+04 -1.0 4.23e-01 - 1.00e+00 5.20e-01h 1</div><div><br></div><div>12 -7.5658130e-01 1.47e-04 2.54e+04 -1.0 1.84e-01 - 1.00e+00 6.62e-01h 1</div><div><br></div><div>13 -7.5655154e-01 7.33e-05 9.92e+04 -1.0 6.91e-02 - 1.00e+00 5.02e-01h 1</div><div><br></div><div>14 -7.5655092e-01 7.17e-05 4.36e+05 -1.0 3.10e-02 - 1.00e+00 2.11e-02f 6</div><div><br></div><div>15 -7.5652721e-01 1.28e-05 1.40e+05 -1.0 3.03e-02 - 1.00e+00 8.22e-01h 1</div><div><br></div><div>16 -7.5652619e-01 1.04e-05 9.64e+05 -1.0 6.81e-03 - 1.00e+00 1.89e-01f 3</div><div><br></div><div>17 -7.5652200e-01 3.50e-07 7.27e+04 -1.0 4.40e-03 - 1.00e+00 9.66e-01h 1</div><div><br></div><div>18 -7.5652198e-01 2.82e-07 9.45e+06 -1.0 3.90e-04 - 1.00e+00 1.93e-01f 2</div><div><br></div><div>19 -7.5652189e-01 1.36e-07 1.00e-06 -1.0 1.38e-04 - 1.00e+00 1.00e+00h 1</div><div><br></div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div><br></div><div>20 -7.7059115e-01 9.26e-09 1.24e+06 -5.7 2.79e-03 - 9.10e-01 9.77e-01f 1</div><div><br></div><div>21 -1.1444804e+00 1.86e-08 1.42e+06 -5.7 1.16e-01 - 1.46e-01 9.82e-01f 1</div><div><br></div><div>22 -1.3894430e+00 1.20e-08 8.32e+05 -5.7 2.00e-01 - 4.14e-01 6.03e-01f 1</div><div><br></div><div>23 -1.4727326e+00 9.22e-04 4.55e+05 -5.7 1.22e-01 - 7.73e-01 3.81e-01f 1</div><div><br></div><div>24 -1.5185627e+00 6.16e-04 2.79e+05 -5.7 4.56e-01 - 2.53e-01 4.08e-01f 1</div><div><br></div><div>25 -1.5788303e+00 3.76e-04 3.42e+05 -5.7 7.67e-01 - 2.35e-01 6.53e-01f 1</div><div><br></div><div>26 -1.5895539e+00 2.52e-04 2.54e+05 -5.7 5.90e-01 - 2.15e-01 3.76e-01h 1</div><div><br></div><div>27 -1.5967084e+00 1.50e-04 2.19e+05 -5.7 3.87e-01 - 7.23e-02 4.41e-01h 1</div><div><br></div><div>28 -1.6041354e+00 5.51e-05 7.07e+04 -5.7 3.67e-01 - 6.61e-01 6.77e-01f 1</div><div><br></div><div>29 -1.6082423e+00 3.70e-05 4.81e+04 -5.7 9.03e-01 - 4.65e-01 3.66e-01f 1</div><div><br></div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div><br></div><div>30 -1.6109351e+00 2.72e-05 4.38e+04 -5.7 1.61e+00 - 4.75e-01 3.29e-01f 1</div><div><br></div><div>31 -1.6145529e+00 1.92e-05 1.29e+04 -5.7 2.90e+00 - 2.75e-01 5.41e-01f 1</div><div><br></div><div>32 -1.6164804e+00 1.27e-05 8.34e+03 -5.7 3.88e+00 - 3.56e-01 4.46e-01f 1</div><div><br></div><div>33 -1.6187947e+00 7.13e-06 1.34e+04 -5.7 3.66e+00 - 6.51e-01 8.08e-01f 1</div><div><br></div><div>34 -1.6199463e+00 1.40e-06 1.96e+04 -5.7 4.65e+00 - 7.20e-01 1.00e+00f 1</div><div><br></div><div>35 -1.6201434e+00 1.58e-07 2.01e-05 -5.7 1.95e+00 - 1.00e+00 1.00e+00h 1</div><div><br></div><div><b>36 -1.6206211e+00 2.79e-07 2.90e+04 -8.6 3.29e+00 - 6.13e-01 7.58e-01h </b>1</div><div><br></div><div>37 -1.6207307e+00 1.41e-07 2.88e+08 -8.6 3.35e+00 - 4.32e-03 6.10e-01f 1</div><div><br></div><div>38 -1.6207314e+00 1.39e-07 2.88e+08 -8.6 3.41e+00 - 7.04e-06 1.07e-02f 1</div><div><br></div><div>39 -1.6207461e+00 1.10e-07 2.26e+08 -8.6 3.41e+00 - 5.69e-01 2.14e-01f 1</div><div><br></div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div><br></div><div>40 -1.6207466e+00 1.09e-07 2.24e+08 -8.6 6.94e+00 - 3.39e-01 7.51e-03h 1</div><div><br></div><div>41 -1.6207487e+00 1.06e-07 2.17e+08 -8.6 8.85e+00 - 5.13e-03 3.33e-02f 1</div><div><br></div><div>42 -1.6207490e+00 1.05e-07 2.16e+08 -8.6 8.71e+00 - 2.08e-01 5.67e-03f 1</div><div><br></div><div>43 -1.6207964e+00 3.61e-08 5.19e+07 -8.6 9.62e+00 - 3.13e-02 7.59e-01f 1</div><div><br></div><div>44 -1.6208049e+00 1.95e-08 2.46e+07 -8.6 5.15e+00 - 1.31e-01 5.25e-01f 1</div><div><br></div><div>45 -1.6208092e+00 1.97e-08 1.21e+07 -8.6 3.96e+00 - 7.87e-03 5.08e-01f 1</div><div><br></div><div>46 -1.6208114e+00 1.03e-07 6.85e+06 -8.6 2.77e+00 - 1.03e-02 4.54e-01f 1</div><div><br></div><div>47 -1.6208122e+00 2.51e-08 4.75e+06 -8.6 1.96e+00 - 7.83e-01 3.06e-01f 1</div><div><br></div><div>48 -1.6208132e+00 3.56e-08 3.03e+06 -8.6 2.54e+00 - 5.64e-03 3.62e-01f 1</div><div><br></div><div>49 -1.6208142e+00 1.85e-08 1.34e+06 -8.6 1.71e+00 - 7.83e-01 5.59e-01f 1</div><div><br></div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div><br></div><div>50 -1.6208146e+00 1.92e-08 5.84e+05 -8.6 1.12e+00 - 3.85e-02 5.63e-01f 1</div><div><br></div><div>51 -1.6208148e+00 1.96e-08 2.92e+05 -8.6 4.87e-01 - 2.02e-03 5.01e-01f 1</div><div><br></div><div>52 -1.6208149e+00 1.42e-08 2.12e+05 -8.6 2.46e-01 - 1.00e+00 2.75e-01f 1</div><div><br></div><div>53 -1.6208149e+00 1.59e-08 1.52e+05 -8.6 1.84e-01 - 1.00e+00 2.84e-01f 2</div><div><br></div><div>54 -1.6208150e+00 1.59e-08 5.91e+04 -8.6 1.34e-01 - 1.00e+00 7.45e-01h 1</div><div><br></div><div>55 -1.6208150e+00 1.04e-08 5.24e+04 -8.6 3.47e-02 - 1.00e+00 3.45e-01f 2</div><div><br></div><div>56 -1.6208150e+00 1.96e-08 2.92e+03 -8.6 2.28e-02 - 1.00e+00 9.63e-01h 1</div><div><br></div><div>57 -1.6208150e+00 1.96e-08 1.61e+04 -8.6 8.33e-04 - 2.26e-01 5.25e-02f 2</div><div><br></div><div>58 -1.6208150e+00 1.98e-08 4.22e+04 -8.6 7.91e-04 - 1.00e+00 4.79e-01h 1</div><div><br></div><div>59 -1.6208150e+00 2.00e-08 7.54e-10 -8.6 4.12e-04 - 1.00e+00 1.00e+00f 1</div><div><br></div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div><br></div><div>60 -1.6208157e+00 2.00e-08 8.13e-10 -9.0 2.67e-01 - 1.00e+00 1.00e+00h 1</div><div><br></div><div>61 -1.6208157e+00 2.00e-08 4.66e-10 -9.0 2.38e-03 - 1.00e+00 1.00e+00h 1</div><div><br></div><div>62 -1.6208157e+00 2.00e-08 1.00e+05 -9.0 1.72e-06 - 1.00e+00 5.00e-01h 2</div><div><br></div><div>63 -1.6208157e+00 2.00e-08 8.00e+04 -9.0 8.57e-07 - 1.00e+00 1.53e-05h 17</div><div><br></div><div>64 -1.6208157e+00 2.00e-08 6.30e-10 -9.0 8.57e-07 - 1.00e+00 1.00e+00h 1</div><div><br></div><div>65 -1.6208157e+00 2.00e-08 2.00e+05 -9.0 6.72e-09 - 1.00e+00 3.05e-05h 16</div><div><br></div><div>66 -1.6208157e+00 2.00e-08 6.32e-10 -9.0 2.50e-09 - 1.00e+00 1.00e+00s 22</div><div><br></div><div>67r-1.6208157e+00 2.00e-08 1.00e+03 -7.7 0.00e+00 - 0.00e+00 0.00e+00R 1</div><div><br></div><div>68r-1.6198258e+00 1.19e-04 1.72e+03 -7.7 1.24e+00 - 6.06e-02 4.06e-01f 1</div><div><br></div><div>69r-1.6194585e+00 2.46e-05 1.34e+03 -7.7 3.39e-02 - 3.86e-01 1.00e+00h 1</div><div><br></div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div><br></div><div>70r-1.6186508e+00 1.61e-05 1.00e+03 -7.7 3.94e-02 - 1.33e-01 4.69e-01h 1</div><div><br></div><div>71r-1.6186091e+00 1.51e-05 9.96e+02 -7.7 4.23e-02 - 1.58e-03 6.37e-02h 1</div><div><br></div><div>72r-1.6186075e+00 1.50e-05 9.94e+02 -7.7 4.21e-02 - 2.29e-01 2.56e-03h 1</div><div><br></div><div>73r-1.6180237e+00 1.17e-06 7.16e+02 -7.7 5.32e-02 - 8.39e-02 9.68e-01h 1</div><div><br></div><div>74r-1.6180235e+00 7.89e-07 7.09e+02 -7.7 5.75e-02 - 5.83e-02 3.27e-01h 1</div><div><br></div><div>75r-1.6180235e+00 7.88e-07 7.06e+02 -7.7 5.50e-02 - 1.44e-01 1.43e-03h 1</div><div><br></div><div>76r-1.6180120e+00 4.87e-07 4.95e+02 -7.7 6.17e-02 - 7.75e-01 3.84e-01h 1</div><div><br></div><div>77r-1.6179092e+00 2.25e-08 7.48e+01 -7.7 1.73e-01 - 6.18e-01 1.00e+00h 1</div><div><br></div><div>78r-1.6177525e+00 9.42e-07 4.18e+01 -7.7 1.49e-01 - 4.62e-01 1.00e+00h 1</div><div><br></div><div>79r-1.6171353e+00 4.51e-06 1.51e+01 -7.7 3.03e-02 - 6.51e-01 1.00e+00h 1</div><div><br></div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div><br></div><div>80r-1.6170959e+00 2.14e-05 6.06e+00 -7.7 5.37e-02 - 5.99e-01 6.30e-01h 1</div><div><br></div><div>81r-1.6150629e+00 5.38e-06 2.93e+00 -7.7 5.03e-02 - 5.17e-01 1.00e+00h 1</div><div><br></div><div>82r-1.6114684e+00 5.40e-07 1.23e+00 -7.7 2.22e-02 - 5.81e-01 1.00e+00h 1</div><div><br></div><div>83r-1.6052244e+00 2.72e-08 4.14e-01 -7.7 1.26e-02 - 6.62e-01 1.00e+00h 1</div><div><br></div><div>84r-1.5893649e+00 4.10e-06 2.02e-01 -7.7 1.89e-02 - 5.12e-01 1.00e+00h 1</div><div><br></div><div>85r-1.5645076e+00 5.53e-13 9.04e-02 -7.7 1.96e-02 - 5.53e-01 1.00e+00h 1</div><div><br></div><div>86r-1.5302150e+00 5.53e-13 1.17e-02 -7.7 5.61e-02 - 8.71e-01 5.14e-01h 1</div><div><br></div><div>87r-1.3986112e+00 5.53e-13 4.49e-03 -7.7 3.74e-02 - 6.17e-01 1.00e+00h 1</div><div><br></div><div>88r-1.4164161e+00 5.53e-13 4.06e-08 -7.7 6.95e-03 - 1.00e+00 1.00e+00h 1</div><div><br></div><div>89r-1.4163084e+00 5.53e-13 6.90e-10 -7.7 9.47e-04 - 1.00e+00 1.00e+00h 1</div><div><br></div><div>iter objective inf_pr inf_du lg(mu) ||d|| lg(rg) alpha_du alpha_pr ls</div><div><br></div><div>90r-1.5153375e+00 2.58e-12 6.07e+00 -11.0 4.54e-01 - 5.47e-01 9.87e-01h 1</div><div><br></div><div>91r-1.5164054e+00 1.68e-12 3.28e-01 -11.0 7.02e-03 - 9.48e-01 1.00e+00h 1</div><div><br></div><div>92r-1.5338332e+00 4.22e-15 8.28e-02 -11.0 8.05e-02 - 7.47e-01 1.00e+00h 1</div><div><br></div><div>93r-1.5584530e+00 8.88e-16 2.05e-02 -11.0 1.08e-01 - 7.53e-01 1.00e+00h 1</div><div><br></div><div>Number of Iterations....: 93</div><div><br></div><div>(scaled) (unscaled)</div><div><br></div><div>Objective...............: -1.5777388885605270e+00 -1.5777388885605270e+00</div><div><br></div><div>Dual infeasibility......: 3.1308350614807106e+00 3.1308350614807106e+00</div><div><br></div><div>Constraint violation....: 2.2204460492503131e-16 2.2204460492503131e-16</div><div><br></div><div>Complementarity.........: 3.1172753702342579e-11 3.1172753702342579e-11</div><div><br></div><div>Overall NLP error.......: 3.1308350614807106e+00 3.1308350614807106e+00</div><div><br></div><div>Number of objective function evaluations = 164</div><div><br></div><div>Number of objective gradient evaluations = 69</div><div><br></div><div>Number of equality constraint evaluations = 164</div><div><br></div><div>Number of inequality constraint evaluations = 164</div><div><br></div><div>Number of equality constraint Jacobian evaluations = 96</div><div><br></div><div>Number of inequality constraint Jacobian evaluations = 96</div><div><br></div><div>Number of Lagrangian Hessian evaluations = 94</div><div><br></div><div>Total CPU secs in IPOPT (w/o function evaluations) = 5.276</div><div><br></div><div>Total CPU secs in NLP function evaluations = 0.356</div><div>Total CPU secs in NLP function evaluations = 0.356</div><div><br></div><div>EXIT: Converged to a point of local infeasibility. Problem may be infeasible.</div></div><div><br></div><div><br></div><div>It seems that up to iteration 36 things are moving relatively close (objective value and inf_pr are different up to something I can attribute to the different setup). The inf_du however seem quite different even before that, but at this iteration the two runs start to diverge because the consistent run is actually reducing it while on the variable run it spikes compared to the previous iteration and this is (maybe?) the reason for it to continue and ultimately end in a locally infeasible point.</div><div><br></div><div>I am pretty confident that I am doing something wrong, but not really able to figure out what. Any clues on what may be going on ?</div><div><br></div><div>Thanks a lot in advance for any insights !</div><div><br></div></BODY></HTML>