[Bonmin-tickets] [Bonmin] #51: Incorrect mipStatus for infeasible continuous problem
Bonmin
coin-trac at coin-or.org
Thu Jul 25 09:03:02 EDT 2013
#51: Incorrect mipStatus for infeasible continuous problem
----------------------+-----------------------
Reporter: jonnyz007 | Owner: pbonami
Type: defect | Status: reopened
Priority: trivial | Component: Bonmin
Version: 1.5 | Resolution:
Keywords: |
----------------------+-----------------------
Changes (by stefan):
* status: closed => reopened
* resolution: fixed =>
Comment:
I tried to find out where the difference between Ipopt standalone and
Ipopt in Bonmin comes.
I think I'm running both with the same parameter settings (i.e., Ipopt
with the parameter changes that Bonmin does on Ipopt) and print level 12.
The first time that there is a considerable difference is in the update of
the barrier parameter.
Note the Term 0 of KKT[0][0], one time it's 0, the other time it's 1.
In Ipopt, it says:
{{{
**************************************************
*** Update Barrier Parameter for Iteration 0:
**************************************************
Setting mu_max to 1.000000e+01.
Staying in free mu mode.
The current filter has 1 entries.
phi theta iter
1 -9.9999999000000006e-03 0.0000000000000000e+00 0
Solving the Primal Dual System for the affine step
Solving system with delta_x=0.000000e+00 delta_s=0.000000e+00
delta_c=0.000000e+00 delta_d=0.000000e+00
CompoundVector "RHS[ 0]" with 4 components:
Component 1:
DenseVector "RHS[ 0][ 0]" with 1 elements:
RHS[ 0][ 0][ 1]=-1.0000000000000000e+00
Component 2:
DenseVector "RHS[ 0][ 1]" with 0 elements:
Component 3:
DenseVector "RHS[ 0][ 2]" with 0 elements:
Component 4:
DenseVector "RHS[ 0][ 3]" with 0 elements:
CompoundSymMatrix "KKT" with 4 rows and columns components:
Component for row 0 and column 0:
SumSymMatrix "KKT[0][0]" of dimension 1 with 2 terms:
Term 0 with factor 1.0000000000000000e+00 and the following matrix:
DiagMatrix "Term: 0" with 1 rows and columns, and with diagonal
elements:
DenseVector "Term: 0" with 1 elements:
Term: 0[ 1]= 0.0000000000000000e+00
Term 1 with factor 1.0000000000000000e+00 and the following matrix:
DiagMatrix "Term: 1" with 1 rows and columns, and with diagonal
elements:
DenseVector "Term: 1" with 1 elements:
Term: 1[ 1]= 1.0000000000000000e+02
Component for row 1 and column 0:
This component has not been set.
Component for row 1 and column 1:
DiagMatrix "KKT[1][1]" with 0 rows and columns, and with diagonal
elements:
DenseVector "KKT[1][1]" with 0 elements:
Component for row 2 and column 0:
GenTMatrix "KKT[2][0]" of dimension 0 by 1 with 0 nonzero elements:
Component for row 2 and column 1:
This component has not been set.
Component for row 2 and column 2:
DiagMatrix "KKT[2][2]" with 0 rows and columns, and with diagonal
elements:
DenseVector "KKT[2][2]" with 0 elements:
Homogeneous vector, all elements have value -0.0000000000000000e+00
Component for row 3 and column 0:
GenTMatrix "KKT[3][0]" of dimension 0 by 1 with 0 nonzero elements:
Component for row 3 and column 1:
IdentityMatrix "KKT[3][1]" with 0 rows and columns and the factor
-1.0000000000000000e+00.
Component for row 3 and column 2:
This component has not been set.
Component for row 3 and column 3:
DiagMatrix "KKT[3][3]" with 0 rows and columns, and with diagonal
elements:
DenseVector "KKT[3][3]" with 0 elements:
Homogeneous vector, all elements have value -0.0000000000000000e+00
}}}
In Bonmin, it says
{{{
**************************************************
*** Update Barrier Parameter for Iteration 0:
**************************************************
Setting mu_max to 1.000000e+01.
Staying in free mu mode.
The current filter has 1 entries.
phi theta iter
1 -9.9999999000000006e-03 0.0000000000000000e+00 0
Solving the Primal Dual System for the affine step
Solving system with delta_x=0.000000e+00 delta_s=0.000000e+00
delta_c=0.000000e+00 delta_d=0.000000e+00
CompoundVector "RHS[ 0]" with 4 components:
Component 1:
DenseVector "RHS[ 0][ 0]" with 1 elements:
RHS[ 0][ 0][ 1]=-1.0000000000000000e+00
Component 2:
DenseVector "RHS[ 0][ 1]" with 0 elements:
Component 3:
DenseVector "RHS[ 0][ 2]" with 0 elements:
Component 4:
DenseVector "RHS[ 0][ 3]" with 0 elements:
CompoundSymMatrix "KKT" with 4 rows and columns components:
Component for row 0 and column 0:
SumSymMatrix "KKT[0][0]" of dimension 1 with 2 terms:
Term 0 with factor 1.0000000000000000e+00 and the following matrix:
DiagMatrix "Term: 0" with 1 rows and columns, and with diagonal
elements:
DenseVector "Term: 0" with 1 elements:
Homogeneous vector, all elements have value 1.0000000000000000e+00
Term 1 with factor 1.0000000000000000e+00 and the following matrix:
DiagMatrix "Term: 1" with 1 rows and columns, and with diagonal
elements:
DenseVector "Term: 1" with 1 elements:
Term: 1[ 1]= 1.0000000000000000e+02
Component for row 1 and column 0:
This component has not been set.
Component for row 1 and column 1:
DiagMatrix "KKT[1][1]" with 0 rows and columns, and with diagonal
elements:
DenseVector "KKT[1][1]" with 0 elements:
Component for row 2 and column 0:
GenTMatrix "KKT[2][0]" of dimension 0 by 1 with 0 nonzero elements:
Component for row 2 and column 1:
This component has not been set.
Component for row 2 and column 2:
DiagMatrix "KKT[2][2]" with 0 rows and columns, and with diagonal
elements:
DenseVector "KKT[2][2]" with 0 elements:
Homogeneous vector, all elements have value -0.0000000000000000e+00
Component for row 3 and column 0:
GenTMatrix "KKT[3][0]" of dimension 0 by 1 with 0 nonzero elements:
Component for row 3 and column 1:
IdentityMatrix "KKT[3][1]" with 0 rows and columns and the factor
-1.0000000000000000e+00.
Component for row 3 and column 2:
This component has not been set.
Component for row 3 and column 3:
DiagMatrix "KKT[3][3]" with 0 rows and columns, and with diagonal
elements:
DenseVector "KKT[3][3]" with 0 elements:
Homogeneous vector, all elements have value -0.0000000000000000e+00
}}}
Later, there is in Ipopt:
{{{
**************************************************
*** Update HessianMatrix for Iteration 1:
**************************************************
In limited-memory update, s_new_max is 0.000000e+00
Number of successive iterations with skipping: 1
}}}
but in Bonmin:
{{{
**************************************************
*** Update HessianMatrix for Iteration 1:
**************************************************
In limited-memory update, s_new_max is 9.900990e-03
Limited-Memory test for skipping:
s^Ty = 0.000000e+00 snrm = 9.900990e-03 ynrm = 0.000000e+00
Skip the update.
Number of successive iterations with skipping: 1
}}}
However, I don't know where these differences come from.
--
Ticket URL: <https://projects.coin-or.org/ticket/51#comment:9>
Bonmin <http://projects.coin-or.org/Bonmin>
Basic Open-source Nonlinear Mixed INteger programming
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