[Ipopt-tickets] [Ipopt] #183: AMPL loops tests fail with Ipopt (??? Lagrange multipliers instead of "dual/marginal_value")

[Ipopt]

#183: AMPL loops tests fail with Ipopt (??? Lagrange multipliers instead of
"dual/marginal_value")
-------------------------+-----------------------------------------
  Reporter:  VladimirVV  |      Owner:  ipopt-team
      Type:  defect      |     Status:  reopened
  Priority:  normal      |  Component:  Ipopt
   Version:  3.10        |   Severity:  normal
Resolution:              |   Keywords:  AMPL loops sign dual values
-------------------------+-----------------------------------------
Changes (by guest):

 * status:  closed => reopened
 * resolution:  fixed =>


Comment:

 Thank you for addressing this issue. Forgive me for re-opining once more,
 but I think one last patch is required for the bound multipliers returned
 through the zU and zL suffixes (i.e., the reduced costs). Please consider
 the following patch which corrects the sign for zU in the case of a min
 problem and corrects the sign for zL in the case of a max problem:

 {{{
 #!diff
 Index: Ipopt/src/Apps/AmplSolver/AmplTNLP.cpp
 ===================================================================
 --- Ipopt/src/Apps/AmplSolver/AmplTNLP.cpp      (revision 2183)
 +++ Ipopt/src/Apps/AmplSolver/AmplTNLP.cpp      (working copy)
 @@ -422,13 +422,13 @@
        const double* zU_init =
 suffix_handler_->GetNumberSuffixValues("ipopt_zU_in",
 AmplSuffixHandler::Variable_Source);
        for (Index i=0; i<n; i++) {
          if (zL_init) {
 -          z_L[i]=zL_init[i];
 +          z_L[i]= obj_sign_ * zL_init[i];
          }
          else {
            z_L[i] =1.0;
          }
          if (zU_init) {
 -          z_U[i]=zU_init[i];
 +          z_U[i]= -obj_sign_ * zU_init[i];
          }
          else {
            z_U[i] =1.0;
 @@ -632,14 +632,23 @@
      }

      IpBlasDcopy(n, x, 1, x_sol_, 1);
 -    IpBlasDcopy(n, z_L, 1, z_L_sol_, 1);
 -    IpBlasDcopy(n, z_U, 1, z_U_sol_, 1);
      IpBlasDcopy(m, g, 1, g_sol_, 1);
 -    if( obj_sign_ == -1.0 )
 +    if( obj_sign_ == -1 ) { // max problem
        IpBlasDcopy(m, lambda, 1, lambda_sol_, 1);
 -    else
 -      for( int i = 0; i < m; ++i )
 +      IpBlasDcopy(n, z_U, 1, z_U_sol_, 1);
 +      for( int i = 0; i < n; ++i ) {
 +        z_L_sol_[i] = -z_L[i];
 +      }
 +    }
 +    else { // min problem
 +      IpBlasDcopy(n, z_L, 1, z_L_sol_, 1);
 +      for( int i = 0; i < n; ++i ) {
 +        z_U_sol_[i] = -z_U[i];
 +      }
 +      for( int i = 0; i < m; ++i ) {
          lambda_sol_[i] = -lambda[i];
 +      }
 +    }
      obj_sol_ = obj_value;

      std::string message;
 }}}

-- 
Ticket URL: <https://projects.coin-or.org/ticket/183#comment:5>
Ipopt <http://projects.coin-or.org/Ipopt>
Interior-point optimizer for nonlinear programs.