[Coin-ipopt] filter: current iterate feasible; can't do restoration. Abort

[Matthew Guthaus]

Hi Andreas,

Thanks for the quick response. I should have given some more details, 
but your reply helps.

My function doesn't have an easy closed form, so I am not supplying any 
derivatives (first or second). I assumed that it was using a finite 
difference approach, but I now realize that I have not given any 
tolerance for the finite differencing. Is there such an option?

Matt


On Apr 22, 2005, at 4:40 PM, Andreas Waechter wrote:

> Hi Matthew,
>
> Given that your problem has only bound constraints, I suspect that 
> there
> is something wrong with the derivatives that Ipopt sees.  You might 
> want
> to check if the derivatives that you provide to the NLPAPI are correct.
> Are you providing only first or also second derivatives?  Or are you 
> using
> some quasi-Newton option (either in Ipopt or in thew NLPAPI?).
>
> When you write that your function is "fairly smooth", does it mean that
> there are points where the first or second derivatives do not exist or 
> are
> not continuous?  In that case, you might just be stuck at a point where
> your functions are not smooth, and then there is not much we can do 
> about
> it; Ipopt is written to solve problems where the functions are a least
> twice differentiable.
>
> I suggest you check the C code for the computation of the derivatives
> (unless you are using the option to write the functions are strings in 
> the
> NLPAPI, in which case there might be a bug in the NLPAPI...).  If you
> can't find anything wrong, you could send me the IPOPT.OUT file for a
> print level iprint=3 (please to me directly to avoid spamming the 
> mailing
> list).  Maybe I can say more then.
>
> Andreas
>
>
> On Fri, 22 Apr 2005, Matthew Guthaus wrote:
>
>> I am using IPopt through the C NLPAPI. I set up a problem successfully
>> and get this output after a few iterations:
>>
>> ITER     ERR       MU      ||C||   ||YPY||  ||PZ||     ||D||   ALFA(V)
>>   ALFA(X)     NU   #LS       F      #cor   Regu    CPU(s)
>> ...
>>    14 .104E+05d .100E+00 .000E+00 .000E+00 .000E+00  .342E-02 
>> .447E+00d
>> .100E+01f .000E+00  1 0.12190353E+02  0 .000E+00 .280E+00
>> filter: current iterate feasible; can't do restoration. Abort
>>   solve_barrier: filter returns IERR =  16
>>   mainloop: Error: solve_barrier ends with IERR =  16
>>
>> I'm not quite sure what this means... I have tried playing with my
>> tolerance and scaling factors, but this doesn't change much.
>> The problem only has simple upper/lower bound constraints and is 
>> fairly
>> smooth. It should have a minimum near 0. I have used the Matlab fmin
>> function previously with good results, but with poor performance.
>>
>> Any insight from the IPOpt experts?
>>
>> Thanks,
>>
>> Matt
>>
>>
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