[Bonmin] Errors in grad_f (and jac_g) according to Ipopt

[markus.hogberg at no.abb.com]

Hi Pierre,

Thanks for the reply!

The errors for the test/example problem are "small" O(10^-3), but for other
problems I have tried they can be quite large.
What platform are you using? Compilers? Maybe I have to play around with
compiler flags to get the right behaviour...

Best regards,
Markus




Message from Pierre Bonami <pierre.bonami at gmail.com> received on 12.04.2007
19:38
|------------+--------------+---->
|            |              |    |
|            |  12.04.2007  |    |
|            |    19:38     |    |
|            |              |    |
|            |              |    |
|------------+--------------+---->
  >--------------------------------------------------------------------------------------------------------------------------------------------------|
  |                                                                                                                                                  |
  |Pierre Bonami <pierre.bonami at gmail.com>                                                                                                           |
  |                                                                                                                                                  |
  >--------------------------------------------------------------------------------------------------------------------------------------------------|

|----------------------->
|                       |
|----------------------->
  >--------------------------------------------------------------------------------------------------------------------------------------------------|
  |                                                                                                                                                  |
  |      To:       Markus Hogberg/NOCRC/ABB at ABB                                                                                                      |
  |      cc:       bonmin at list.coin-or.org                                                                                                           |
  |      Subject:  Re: [Bonmin] Errors in grad_f (and jac_g) according to Ipopt                                                                      |
  >--------------------------------------------------------------------------------------------------------------------------------------------------|



Hi,
For the derive test I don't really know. I tried with the current
trunk and it does not find any error in the derivatives (I tried with
an Ampl model). Are the error found by the derivative checker large?

I fixed the sqrt(5) issue in both trunk and stable.

Thanks,
Pierre
On Apr 12, 2007, at 2:55 AM, markus.hogberg at no.abb.com wrote:

>
> Hi,
>
> I ran the tests for Bonmin (rev 434) with the Ipopt option
> "derivative_test
> first-order" in bonmin.opt and was surprised to find
> that the first run of Ipopt (in each test-case) did not report any
> errors
> but in subsequent runs, elements in both grad_f and jac_g are wrong.
> I've repeated the test both for the trunk and Bonmin-0.1 with the same
> results.
>
> Does someone know what the reason for this behaviour is?
> My guess is that somehow the "old" inital-point is re-used  in
> bonmin (or
> ipopt) when checking derivatives even if the bounds on variables
> (and the
> initial point) have changed?
> I do not know if this has an influence on the actual solution of
> the NLP in
> ipopt, but it is an indication that something is wrong somewhere.
>
> Best regards,
>
> Markus Högberg
>
> P.S.
> I'm using cl from vs-8 and Digital Fortran 6.6 in cygwin on a WinXP.
> There were syntax errors (that cl cannot handle) in
> $path/Bonmin/test/InterfaceTest.cpp, Replaced sqrt(5) -> sqrt(5.0)
> on lines
> 115,178,196
>
>
>
>
>
>
> _______________________________________________
> Bonmin mailing list
> Bonmin at list.coin-or.org
> http://list.coin-or.org/mailman/listinfo/bonmin