[Coin-ipopt] Maximum constraint violation
Su Ba
adn_12t at hotmail.com
Tue Aug 30 12:00:10 EDT 2005
Dear Andreas,
Warmly congratulations for a new version of Ipopt!
I met the following difficulty. I ran one optimisation problem with two
tolerances 1e-4 and 1e-6.
With the first my problem converged [1](its solution is similar to
Lancelot´s) but the latter[2] does not. Is there any numerical noise?
I tested DPRECFACT,DMOVEBOUND,IMERIT... But it is same.
My constraints has the following form:
C(x)=g1(x)+sqrt(g2(x))-const<=0 if x<>0 (its geometry is a cone with a
rounded cap)
C(x)=constant if x=0
Its gradients and derivatives are determined.
I know that Ipopt uses really smooth functions. It needs at a least twice
differentiable function. In my case, could Ipopt solve my problem?
Does the following error mean that my constraints are not bounded at the
trial point? Does my model have any mistake in constraint condition? Could
you recommend me how to overcome this difficulty?
Maximum constraint violation 7.07936555E-07 below tolerance.
filter: Error: resto_filter returns IERR = 18
solve_barrier: filter returns IERR = 18
mainloop: Error: solve_barrier ends with IERR = 18
Thank you so much in advance.
Danh.
[1]
******************************************************************************
This program contains IPOPT, a program for large-scale nonlinear
optimization.
IPOPT is released as open source under the Common Public License (CPL).
For more information visit www.coin-or.org/Ipopt
******************************************************************************
Going to allocate double precision work space of size 54007
integer work space of size 13715
Number of variables : 161
of which are fixed : 0
Number of constraints : 82
Number of lower bounds : 1
Number of upper bounds : 64
Number of nonzeros in Jacobian: 1088
Number of nonzeros in Hessian : 433
get_scale: |g|_inf = 1.
get_scale: QFSCALE = 1.
get_scale: smallest CSCALE = 1.
get_scale: No scaling of constraints necessary
ITER ERR MU ||C|| ||YPY|| ||PZ|| ||D|| ALFA(V)
ALFA(X) NU #LS F #cor Regu CPU(s)
0 .101E+03c .100E+00 .124E+03 .000E+00 .000E+00 .000E+00 .000E+00
.000E+00 .000E+00 0 -.10065946E+03 0 .000E+00 .270E-01
Constraints not dependent.
Hessian not dependent.
1 .572E+03d .100E+00 .630E+02 .000E+00 .000E+00 .156E+03 .627E-03d
.100E+01f .000E+00 1 -.80104232E+02 0 .000E+00 .350E-01
2 .176E+03d .100E+00 .614E+02 .000E+00 .000E+00 .582E+02 .281E-01p
.248E-01h .000E+00 1 -.79934027E+02 5 .100E+05 .450E-01
3 .172E+03d .100E+00 .614E+02 .000E+00 .000E+00 .570E+02 .649E-01p
.321E-03h .000E+00 1 -.79931485E+02 1 .333E+04 .510E-01
4 .363E+03d .100E+00 .610E+02 .000E+00 .000E+00 .595E+02 .128E+00p
.622E-02h .000E+00 1 -.79858141E+02 2 .889E+04 .580E-01
5 .326E+03d .100E+00 .598E+02 .000E+00 .000E+00 .595E+02 .657E-01p
.205E-01h .000E+00 1 -.79599898E+02 1 .296E+04 .650E-01
6 .359E+03d .100E+00 .586E+02 .000E+00 .000E+00 .585E+02 .180E+00p
.214E-01h .000E+00 1 -.79323396E+02 2 .790E+04 .730E-01
7 .219E+03d .100E+00 .173E+02 .000E+00 .000E+00 .580E+02 .131E+00d
.100E+01h .000E+00 1 -.66605659E+02 1 .263E+04 .790E-01
8 .425E+03d .100E+00 .301E+01 .000E+00 .000E+00 .822E+01 .532E+00d
.100E+01h .000E+00 1 -.62991091E+02 2 .702E+04 .870E-01
9 .626E+03d .100E+00 .711E+00 .000E+00 .000E+00 .150E+01 .209E-01d
.100E+01f .000E+00 1 -.62171617E+02 2 .187E+05 .950E-01
...
...
ITER ERR MU ||C|| ||YPY|| ||PZ|| ||D|| ALFA(V)
ALFA(X) NU #LS F #cor Regu CPU(s)
1000 .353E-03p .100E-04 .965E-03 .000E+00 .000E+00 .307E-01 .100E+01
.250E+00h .000E+00 3 -.69106563E+02 0 .000E+00 .747E+01
filter: It is possible that filter blocks progress.
Wake up watchdog for next iteration.
1001 .259E-03p .100E-04 .698E-03 .000E+00 .000E+00 .241E-01 .100E+01
.250E+00h .000E+00 3 -.69106562E+02 0 .000E+00 .748E+01
1002 .113E-02p .100E-04 .396E-02 .000E+00 .000E+00 .191E-01 .100E+01
.100E+01w .000E+00 2 -.69106559E+02 0 .000E+00 .748E+01
1003 .243E-03p .100E-04 .646E-03 .000E+00 .000E+00 .191E-01 .100E+01
.250E+00J .000E+00 3 -.69106561E+02 0 .000E+00 .749E+01
1004 .179E-03p .100E-04 .470E-03 .000E+00 .000E+00 .150E-01 .100E+01
.250E+00h .000E+00 3 -.69106561E+02 0 .000E+00 .750E+01
1005 .169E-03p .100E-04 .440E-03 .000E+00 .000E+00 .120E-01 .100E+01
.250E+00h .000E+00 3 -.69106560E+02 0 .000E+00 .750E+01
1006 .126E-03p .100E-04 .325E-03 .000E+00 .000E+00 .936E-02 .100E+01
.250E+00h .000E+00 3 -.69106560E+02 0 .000E+00 .751E+01
1007 .119E-03p .100E-04 .306E-03 .000E+00 .000E+00 .746E-02 .100E+01
.250E+00h .000E+00 3 -.69106560E+02 0 .000E+00 .752E+01
filter: It is possible that filter blocks progress.
Wake up watchdog for next iteration.
1008 .892E-04p .100E-04 .231E-03 .000E+00 .000E+00 .584E-02 .100E+01
.250E+00h .000E+00 3 -.69106559E+02 0 .000E+00 .752E+01
Number of iterations taken ............. 1008
Final value of objective function is....-0.6910655927650168E+02
Errors at final point (scaled) (unscaled)
Final maximal constraint violation is... 0.891716E-04 0.891716E-04
Final value for dual infeasibility is... 0.172521E-04 0.172511E-04
Final value of complementarity error is. 0.100002E-04 0.100008E-04
The objective function was evaluated 2390 times.
The constraints were evaluated 2390 times.
EXIT: OPTIMAL SOLUTION FOUND
CPU seconds spent in IPOPT and function evaluations = 7.5000
The solution was found after 1008 Iterations.
The final value of the objective function is -69.1065593
[2]
******************************************************************************
This program contains IPOPT, a program for large-scale nonlinear
optimization.
IPOPT is released as open source under the Common Public License (CPL).
For more information visit www.coin-or.org/Ipopt
******************************************************************************
Going to allocate double precision work space of size 54007
integer work space of size 13715
Number of variables : 161
of which are fixed : 0
Number of constraints : 82
Number of lower bounds : 1
Number of upper bounds : 64
Number of nonzeros in Jacobian: 1088
Number of nonzeros in Hessian : 433
get_scale: |g|_inf = 1.
get_scale: QFSCALE = 1.
get_scale: smallest CSCALE = 1.
get_scale: No scaling of constraints necessary
ITER ERR MU ||C|| ||YPY|| ||PZ|| ||D|| ALFA(V)
ALFA(X) NU #LS F #cor Regu CPU(s)
0 .101E+03c .100E+00 .124E+03 .000E+00 .000E+00 .000E+00 .000E+00
.000E+00 .000E+00 0 -.10065946E+03 0 .000E+00 .280E-01
Constraints not dependent.
Hessian not dependent.
1 .572E+03d .100E+00 .630E+02 .000E+00 .000E+00 .156E+03 .627E-03d
.100E+01f .000E+00 1 -.80104232E+02 0 .000E+00 .360E-01
2 .176E+03d .100E+00 .614E+02 .000E+00 .000E+00 .582E+02 .281E-01p
.248E-01h .000E+00 1 -.79934027E+02 5 .100E+05 .470E-01
3 .172E+03d .100E+00 .614E+02 .000E+00 .000E+00 .570E+02 .649E-01p
.321E-03h .000E+00 1 -.79931485E+02 1 .333E+04 .530E-01
4 .363E+03d .100E+00 .610E+02 .000E+00 .000E+00 .595E+02 .128E+00p
.622E-02h .000E+00 1 -.79858141E+02 2 .889E+04 .600E-01
5 .326E+03d .100E+00 .598E+02 .000E+00 .000E+00 .595E+02 .657E-01p
.205E-01h .000E+00 1 -.79599898E+02 1 .296E+04 .680E-01
6 .359E+03d .100E+00 .586E+02 .000E+00 .000E+00 .585E+02 .180E+00p
.214E-01h .000E+00 1 -.79323396E+02 2 .790E+04 .750E-01
7 .219E+03d .100E+00 .173E+02 .000E+00 .000E+00 .580E+02 .131E+00d
.100E+01h .000E+00 1 -.66605659E+02 1 .263E+04 .820E-01
8 .425E+03d .100E+00 .301E+01 .000E+00 .000E+00 .822E+01 .532E+00d
.100E+01h .000E+00 1 -.62991091E+02 2 .702E+04 .900E-01
9 .626E+03d .100E+00 .711E+00 .000E+00 .000E+00 .150E+01 .209E-01d
.100E+01f .000E+00 1 -.62171617E+02 2 .187E+05 .970E-01
...
...
ITER ERR MU ||C|| ||YPY|| ||PZ|| ||D|| ALFA(V)
ALFA(X) NU #LS F #cor Regu CPU(s)
6280 .100E+01d .100E-06 .134E-03 .000E+00 .000E+00 .730E-03 .100E+01r
.100E+01h .000E+00 1 -.67851161E+02 0 .000E+00 .598E+02
6281 .100E+01d .100E-06 .612E-04 .000E+00 .000E+00 .344E-03 .100E+01r
.100E+01h .000E+00 1 -.67851146E+02 0 .000E+00 .598E+02
6282 .100E+01d .100E-06 .286E-04 .000E+00 .000E+00 .158E-03 .100E+01r
.100E+01h .000E+00 1 -.67851154E+02 0 .000E+00 .598E+02
6283 .100E+01d .100E-06 .132E-04 .000E+00 .000E+00 .738E-04 .100E+01r
.100E+01h .000E+00 1 -.67851151E+02 0 .000E+00 .599E+02
6284 .100E+01d .100E-06 .614E-05 .000E+00 .000E+00 .341E-04 .100E+01r
.100E+01h .000E+00 1 -.67851152E+02 0 .000E+00 .599E+02
Restoration phase problem converged.
Maximum constraint violation 7.07936555E-07 below tolerance.
filter: Error: resto_filter returns IERR = 18
solve_barrier: filter returns IERR = 18
mainloop: Error: solve_barrier ends with IERR = 18
Number of iterations taken ............. 6284
Final value of objective function is....-0.6785115169842510E+02
Errors at final point (scaled) (unscaled)
Final maximal constraint violation is... 0.707937E-06 0.707937E-06
Final value for dual infeasibility is... 0.100000E+01 0.100000E+01
Final value of complementarity error is. 0.100000E-06 0.100000E-06
The objective function was evaluated 75765 times.
The constraints were evaluated 75765 times.
EXIT: Restoration phase cannot further improve feasibility
CPU seconds spent in IPOPT and function evaluations = 59.8490
An error occoured after 6284 Iterations.
The error code is 18
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