[Bonmin] Need help : solving Integer problem with Bonmin + Ipopt

Pierre Bonami pierre.bonami at gmail.com
Sun Dec 12 15:06:22 EST 2010


Dear Udit,
You need to provide a function to compute the hessian of your objective
function.
Also as a sanity check it is better to run the model with Ipopt's derivative
checker at least once:
http://www.coin-or.org/Ipopt/documentation/node53.html

<http://www.coin-or.org/Ipopt/documentation/node53.html>Best,
Pierre

On Sat, Dec 11, 2010 at 9:50 AM, Udit Kumar <udit.vlsi at gmail.com> wrote:

> Hi Friends/Seniors,
>
> I am new to the COIN-OR/BONMIN library, I just started playing it.
>
> I am trying to solve pure integer problem without any constraints (only
> upper and lower limit of variable are defined).
>
> So I did modification in "MyTMINLP.cpp" file and when I am trying
> to solve my problem it is giving me that "Ipopt has failed to solve a
> problem", but I see last function evaluation was the solution of my problem,
> then why "ipopt" is having difficulty to understand it..
>
> I attached my modified file for your reference, Please help me. I will be
> very thankful of you.
>
>
>
> *Message shown during the run*
>
> ******************************************************************************
> This program contains Ipopt, a library for large-scale nonlinear
> optimization.
>  Ipopt is released as open source code under the Common Public License
> (CPL).
>          For more information visit http://projects.coin-or.org/Ipopt
>
> ******************************************************************************
> NOTE: You are using Ipopt by default with the MUMPS linear solver.
>       Other linear solvers might be more efficient (see Ipopt
> documentation).
>
> point : (0.500000, 0.500000, 0.500000, 0.500000, 0.500000, 0.500000,
> 0.500000, 0.500000, 0.500000, 0.500000), obj_val : 3.181981
> point : (0.252500, 0.005000, 0.005000, 0.005000, 0.005000, 0.005000,
> 0.005000, 0.005000, 0.005000, 0.252500), obj_val : 0.127879
> point : (0.055042, 0.000050, 0.000050, 0.000050, 0.000050, 0.000050,
> 0.000050, 0.000050, 0.000050, 0.055042), obj_val : 0.006059
> point : (0.000550, 0.000012, 0.000012, 0.000012, 0.000012, 0.000012,
> 0.000012, 0.000012, 0.000012, 0.000550), obj_val : 0.000001
> point : (0.000025, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000,
> 0.000000, 0.000000, 0.000000, 0.000025), obj_val : 0.000000
> point : (0.000000, -0.000000, -0.000000, -0.000000, -0.000000, -0.000000,
> -0.000000, -0.000000, -0.000000, 0.000000), obj_val : 0.000000
> Problem status: 4
> Objective value: 1.79769e+308
> Ipopt has failed to solve a problem
>
> Thanks & Regards,
> Udit Kumar
> MS(R) Student, IIT delhi, India
>
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> Bonmin at list.coin-or.org
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>
>
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