[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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