[Coin-ipopt] max constraint violation -- user parameter question
Berry, Jonathan
jberry at sandia.gov
Fri Nov 5 14:02:55 EST 2004
I have a model that ipopt solves for small datasets. For
larger datasets, however, it ends with error 10 after many
thousands of iterations.
During the course of the computation, I get messages such as
the following two examples (from the same model with different
settings to model-specific parameters).
resto_filter: It is possible that filter blocks progress.
Decrease max allowed constraint violation from 0.323379295
to 0.0323379295 and delete current filter.
resto_filter: It is possible that filter blocks progress.
Decrease max allowed constraint violation from 5.47036108E+10
to 5.47036108E+09 and delete current filter.
Do these message represent suggestions that I
change IITERBLOCKMAX and/or DWATCHTOL (or some other
parameter), or are they ipopt reports about actions it
is taking on its own? Full disclosure: I have the
ipopt paper, but haven't read it, so I don't know the
algorithm.
Unfortunately, I can't share the data that generates
these warnings.
-Jon Berry
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